+24.5%
ADP vs DVA
+42.7%
-18.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +0.4% |
| 7D | +0.3% | -10.7% | +10.9% | +0.1% |
| 30D | +11.6% | -4.4% | +16.0% | +11.5% |
| 3M | +15.1% | -4.1% | +19.2% | +15.0% |
| 6M | +46.0% | -13.2% | +59.2% | +46.1% |
| YTD | +22.4% | +53.2% | -30.8% | +31.6% |
| 1Y | +24.5% | +40.8% | -16.4% | +39.5% |
| All | +24.5% | +42.7% | -18.2% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling