-31.9%
ADSK vs DVA
+35.1%
-67.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.3% | -9.5% | -8.1% |
| 7D | -16.4% | +1.8% | -18.2% | -16.2% |
| 30D | -9.2% | -2.5% | -6.7% | -9.4% |
| 3M | -6.7% | -4.3% | -2.5% | -6.3% |
| 6M | -15.5% | +18.9% | -34.4% | -12.1% |
| YTD | -26.4% | +61.9% | -88.3% | -20.1% |
| 1Y | -31.9% | +35.7% | -67.6% | -24.9% |
| All | -31.9% | +35.1% | -67.0% | -24.9% |
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 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