-18.5%
Z vs DVA
+192.4%
-210.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.9% | -1.2% |
| 7D | -4.9% | -10.7% | +5.7% | -2.8% |
| 30D | +3.0% | -4.4% | +7.4% | +3.9% |
| 3M | -13.4% | -4.1% | -9.3% | -12.7% |
| 6M | -27.3% | -13.2% | -14.1% | -25.8% |
| YTD | -57.8% | +53.2% | -111.0% | -62.4% |
| 1Y | -60.0% | +40.8% | -100.9% | -63.7% |
| 3Y | -21.5% | +109.7% | -131.3% | -35.8% |
| 5Y | -55.0% | +64.5% | -119.5% | -62.4% |
| All | -18.5% | +192.4% | -210.8% | -39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling