+6,519.8%
ADI vs DVA
+5,081.6%
+1,438.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +2.4% | +2.2% | +0.2% | +2.1% |
| 30D | -6.6% | -2.0% | -4.6% | -6.3% |
| 3M | -9.8% | -6.3% | -3.5% | -9.3% |
| 6M | +15.7% | +19.4% | -3.8% | +11.2% |
| YTD | +35.1% | +58.5% | -23.4% | +23.3% |
| 1Y | +47.7% | +33.9% | +13.8% | +38.5% |
| 3Y | +114.5% | +88.4% | +26.0% | +86.8% |
| 5Y | +141.2% | +39.5% | +101.7% | +116.1% |
| 10Y | +611.3% | +179.5% | +431.9% | +457.6% |
| All | +6,519.8% | +5,081.6% | +1,438.2% | +2,719.1% |
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