+14.7%
ADP vs DVA
+88.7%
-73.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -3.4% |
| 7D | -5.5% | +2.2% | -7.7% | -5.6% |
| 30D | -1.2% | -2.0% | +0.8% | -1.1% |
| 3M | +17.9% | -6.3% | +24.1% | +18.3% |
| 6M | +20.3% | +19.4% | +0.9% | +19.1% |
| YTD | +5.8% | +58.5% | -52.7% | +2.0% |
| 1Y | -7.7% | +33.9% | -41.6% | -9.1% |
| 3Y | +14.7% | +88.4% | -73.7% | +8.2% |
| All | +14.7% | +88.7% | -73.9% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling