+275.2%
ADP vs DVA
+187.5%
+87.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | -1.4% | +1.7% | -3.1% | -1.7% |
| 3M | +16.6% | -8.7% | +25.2% | +17.9% |
| 6M | +24.9% | +19.7% | +5.3% | +19.6% |
| YTD | +5.6% | +59.6% | -54.0% | -5.4% |
| 1Y | -6.0% | +37.1% | -43.1% | -13.1% |
| 3Y | +14.5% | +89.8% | -75.3% | -4.0% |
| 5Y | +47.9% | +47.4% | +0.5% | +28.6% |
| All | +275.2% | +187.5% | +87.7% | +173.9% |
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