+25.7%
ABNB vs DVA
+66.5%
-40.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | -4.0% | +1.8% | -5.8% | -4.2% |
| 30D | +19.3% | -2.5% | +21.8% | +19.7% |
| 3M | +36.1% | -4.3% | +40.3% | +36.3% |
| 6M | +34.2% | +18.9% | +15.4% | +29.4% |
| YTD | +34.1% | +61.9% | -27.9% | +21.5% |
| 1Y | +45.1% | +35.7% | +9.4% | +36.3% |
| 3Y | +37.1% | +78.6% | -41.5% | +16.6% |
| 5Y | +15.2% | +39.2% | -24.1% | -2.2% |
| All | +25.7% | +66.5% | -40.8% | +0.2% |
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