-53.6%
Z vs DVA
+62.2%
-115.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.7% | +9.3% |
| 7D | +10.2% | +4.7% | +5.4% | +10.1% |
| 30D | +23.7% | +7.8% | +15.9% | +23.5% |
| 3M | -6.6% | -15.5% | +8.9% | -8.4% |
| 6M | -23.0% | +25.0% | -48.0% | -20.6% |
| YTD | -50.3% | +69.6% | -119.9% | -45.1% |
| 1Y | -53.6% | +60.6% | -114.2% | -47.1% |
| All | -53.6% | +62.2% | -115.7% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling