+45.0%
ADP vs DVA
+41.6%
+3.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.1% |
| 7D | -5.7% | +2.0% | -7.7% | -5.8% |
| 30D | -3.1% | -0.4% | -2.7% | -3.1% |
| 3M | +15.6% | -7.7% | +23.3% | +16.1% |
| 6M | +20.8% | +20.0% | +0.8% | +18.8% |
| YTD | +4.7% | +61.1% | -56.3% | -0.1% |
| 1Y | -8.3% | +33.9% | -42.2% | -10.7% |
| 3Y | +13.6% | +91.5% | -78.0% | +5.9% |
| 5Y | +45.0% | +41.8% | +3.3% | +40.3% |
| All | +45.0% | +41.6% | +3.4% | +40.3% |
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