+1,278.0%
AAPL vs DVA
+187.8%
+1,090.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +3.8% | -1.3% | +5.2% | +4.1% |
| 30D | +9.9% | 0.0% | +9.9% | +9.9% |
| 3M | +12.5% | -10.9% | +23.4% | +14.2% |
| 6M | +27.6% | +17.3% | +10.4% | +22.6% |
| YTD | +22.6% | +59.8% | -37.2% | +10.4% |
| 1Y | +45.0% | +36.3% | +8.7% | +34.5% |
| 3Y | +87.8% | +88.6% | -0.8% | +58.5% |
| 5Y | +128.7% | +47.5% | +81.1% | +99.5% |
| All | +1,278.0% | +187.8% | +1,090.2% | +887.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling