+9.2%
Z vs DVA
+146.4%
-137.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.1% | -11.8% | -10.9% |
| 7D | -2.3% | +0.8% | -3.0% | -2.4% |
| 30D | +9.4% | +8.0% | +1.4% | +7.6% |
| 3M | -16.1% | +3.2% | -19.3% | -16.7% |
| 6M | -30.4% | +24.1% | -54.5% | -34.3% |
| YTD | -55.6% | +71.5% | -127.1% | -61.6% |
| 1Y | -58.5% | +60.8% | -119.3% | -63.6% |
| 3Y | -19.6% | +145.2% | -164.8% | -37.0% |
| 5Y | -54.1% | +78.1% | -132.3% | -62.6% |
| 10Y | -12.1% | +232.3% | -244.4% | -42.4% |
| All | +9.2% | +146.4% | -137.2% | -21.2% |
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