-20.4%
Z vs DVA
+139.6%
-160.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -2.2% |
| 7D | -4.6% | +2.1% | -6.6% | -4.9% |
| 30D | +8.3% | +8.2% | +0.1% | +7.1% |
| 3M | -11.6% | +5.9% | -17.5% | -12.4% |
| 6M | -33.6% | -1.3% | -32.3% | -34.0% |
| YTD | -56.7% | +68.4% | -125.1% | -61.0% |
| 1Y | -59.1% | +57.5% | -116.6% | -62.4% |
| 3Y | -20.4% | +142.3% | -162.7% | -38.5% |
| All | -20.4% | +139.6% | -160.0% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling