-60.3%
Z vs DVA
+47.6%
-107.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.4% | -2.1% | -5.4% |
| 7D | -6.5% | -1.6% | -4.9% | -6.4% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | -14.1% | -2.4% | -11.7% | -14.2% |
| 6M | -30.1% | -9.8% | -20.3% | -30.3% |
| YTD | -57.5% | +57.8% | -115.3% | -52.9% |
| 1Y | -60.3% | +49.2% | -109.5% | -54.3% |
| All | -60.3% | +47.6% | -107.9% | -54.3% |
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