+317.2%
ADP vs DVA
+192.4%
+124.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +1.4% |
| 7D | +0.3% | -10.7% | +10.9% | +2.2% |
| 30D | +11.6% | -4.4% | +16.0% | +12.3% |
| 3M | +15.1% | -4.1% | +19.2% | +15.5% |
| 6M | +46.0% | -13.2% | +59.2% | +48.5% |
| YTD | +22.4% | +53.2% | -30.8% | +10.1% |
| 1Y | +24.5% | +40.8% | -16.4% | +14.0% |
| 3Y | +44.8% | +109.7% | -64.9% | +18.7% |
| 5Y | +49.1% | +64.5% | -15.4% | +24.6% |
| All | +317.2% | +192.4% | +124.8% | +196.2% |
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 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