+49.9%
ADP vs DVA
+73.1%
-23.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.1% |
| 7D | +0.9% | -4.8% | +5.7% | +1.3% |
| 30D | +11.9% | +0.9% | +10.9% | +11.7% |
| 3M | +13.7% | +2.9% | +10.8% | +13.4% |
| 6M | +46.8% | -7.8% | +54.5% | +47.3% |
| YTD | +21.8% | +61.5% | -39.7% | +15.9% |
| 1Y | +23.5% | +50.1% | -26.5% | +18.6% |
| 3Y | +44.1% | +121.1% | -77.0% | +32.5% |
| 5Y | +49.9% | +72.9% | -23.0% | +43.2% |
| All | +49.9% | +73.1% | -23.3% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling