-64.8%
Z vs DVA
+40.3%
-105.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.3% |
| 7D | -3.0% | +1.8% | -4.8% | -3.3% |
| 30D | -4.2% | -2.5% | -1.7% | -3.8% |
| 3M | -3.7% | -4.3% | +0.6% | -3.5% |
| 6M | -24.5% | +18.9% | -43.4% | -27.7% |
| YTD | -49.3% | +61.9% | -111.2% | -55.1% |
| 1Y | -58.7% | +35.7% | -94.4% | -61.8% |
| 3Y | -34.1% | +78.6% | -112.8% | -44.1% |
| All | -64.8% | +40.3% | -105.1% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling