+124.8%
AAPL vs DVA
+40.8%
+83.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +7.1% | +1.7% | +5.4% | +6.9% |
| 3M | +12.1% | -8.7% | +20.8% | +12.7% |
| 6M | +25.4% | +19.7% | +5.8% | +22.9% |
| YTD | +20.5% | +59.6% | -39.2% | +14.7% |
| 1Y | +44.5% | +37.1% | +7.4% | +39.5% |
| 3Y | +85.8% | +89.8% | -4.0% | +72.7% |
| 5Y | +124.8% | +47.4% | +77.4% | +123.2% |
| All | +124.8% | +40.8% | +83.9% | +123.2% |
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 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