+3,478.0%
ADP vs DVA
+5,194.7%
-1,716.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | -3.4% | +1.8% | -5.3% | -3.7% |
| 30D | +2.8% | -2.5% | +5.3% | +3.1% |
| 3M | +20.9% | -4.3% | +25.2% | +21.2% |
| 6M | +29.9% | +18.9% | +11.0% | +26.0% |
| YTD | +9.6% | +61.9% | -52.3% | +1.5% |
| 1Y | -5.3% | +35.7% | -41.0% | -10.3% |
| 3Y | +16.5% | +78.6% | -62.2% | +4.9% |
| 5Y | +49.4% | +39.2% | +10.2% | +36.5% |
| 10Y | +282.2% | +184.0% | +98.2% | +212.8% |
| All | +3,478.0% | +5,194.7% | -1,716.6% | +2,293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling