-53.1%
Z vs DVA
+64.3%
-117.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +0.8% | -8.8% | +9.6% | +2.7% |
| 30D | +5.2% | -3.4% | +8.6% | +5.9% |
| 3M | -17.0% | -2.6% | -14.5% | -16.6% |
| 6M | -22.7% | -11.9% | -10.8% | -21.3% |
| YTD | -56.3% | +53.6% | -110.0% | -61.3% |
| 1Y | -57.7% | +41.9% | -99.5% | -61.6% |
| 3Y | -16.5% | +97.5% | -114.1% | -31.9% |
| All | -53.1% | +64.3% | -117.4% | -60.5% |
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 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