+45.0%
AAPL vs DVA
+36.3%
+8.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +3.8% | -1.3% | +5.2% | +3.9% |
| 30D | +9.9% | 0.0% | +9.9% | +9.9% |
| 3M | +12.5% | -10.9% | +23.4% | +12.9% |
| 6M | +27.6% | +17.3% | +10.4% | +27.0% |
| YTD | +22.6% | +59.8% | -37.2% | +20.7% |
| 1Y | +45.0% | +36.3% | +8.7% | +43.9% |
| All | +45.0% | +36.3% | +8.7% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling