+319.9%
ADP vs DVA
+193.2%
+126.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.2% | -8.8% | +10.9% | +3.7% |
| 30D | +10.6% | -3.4% | +14.0% | +11.0% |
| 3M | +12.9% | -2.6% | +15.5% | +13.1% |
| 6M | +50.6% | -11.9% | +62.5% | +52.8% |
| YTD | +23.2% | +53.6% | -30.5% | +10.8% |
| 1Y | +25.3% | +41.9% | -16.6% | +14.6% |
| 3Y | +47.1% | +97.5% | -50.4% | +22.4% |
| 5Y | +50.1% | +65.0% | -14.9% | +25.4% |
| All | +319.9% | +193.2% | +126.7% | +197.9% |
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