+6.2%
Z vs DVA
+132.1%
-125.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.2% |
| 7D | -13.1% | -4.8% | -8.3% | -12.2% |
| 30D | +5.9% | +0.9% | +4.9% | +5.6% |
| 3M | -13.7% | +2.9% | -16.6% | -14.2% |
| 6M | -27.1% | -7.8% | -19.4% | -26.4% |
| YTD | -56.8% | +61.5% | -118.3% | -62.2% |
| 1Y | -60.2% | +50.1% | -110.3% | -64.5% |
| 3Y | -19.7% | +121.1% | -140.8% | -35.6% |
| 5Y | -53.7% | +72.9% | -126.6% | -62.0% |
| 10Y | -16.9% | +208.2% | -225.1% | -44.5% |
| All | +6.2% | +132.1% | -125.8% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling