+123.4%
ADI vs DVA
+89.6%
+33.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.7% | +4.8% |
| 7D | +4.6% | -1.3% | +5.9% | +4.7% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | -7.8% | -10.9% | +3.1% | -7.1% |
| 6M | +19.3% | +17.3% | +2.1% | +15.5% |
| YTD | +40.9% | +59.8% | -18.9% | +31.2% |
| 1Y | +54.5% | +36.3% | +18.2% | +47.0% |
| 3Y | +123.4% | +88.6% | +34.8% | +104.6% |
| All | +123.4% | +89.6% | +33.8% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling