+15.9%
ABNB vs DVA
+64.1%
-48.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.0% |
| 7D | -9.5% | -0.2% | -9.3% | -9.5% |
| 30D | -9.4% | +1.7% | -11.0% | -9.6% |
| 3M | +29.9% | -8.7% | +38.5% | +31.0% |
| 6M | +26.6% | +19.7% | +6.9% | +21.8% |
| YTD | +23.5% | +59.6% | -36.1% | +12.2% |
| 1Y | +35.8% | +37.1% | -1.3% | +27.2% |
| 3Y | +15.0% | +89.8% | -74.8% | -3.6% |
| 5Y | +1.5% | +47.4% | -45.9% | -13.8% |
| All | +15.9% | +64.1% | -48.2% | -7.5% |
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