+257.6%
ALAB vs DVA
+26.1%
+231.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | +16.3% | -8.8% | +25.1% | +14.7% |
| 30D | -26.1% | -3.4% | -22.7% | -26.3% |
| 3M | -31.3% | -2.6% | -28.7% | -31.3% |
| 6M | -1.0% | -11.9% | +10.9% | -1.6% |
| YTD | +33.3% | +53.6% | -20.3% | +44.0% |
| 1Y | +53.5% | +41.9% | +11.7% | +64.8% |
| All | +257.6% | +26.1% | +231.6% | +251.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling