+369.5%
ALAB vs DVA
+31.1%
+338.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.4% |
| 7D | -6.2% | -1.3% | -4.9% | -6.3% |
| 30D | -8.7% | 0.0% | -8.7% | -8.6% |
| 3M | -20.7% | -10.9% | -9.8% | -21.4% |
| 6M | +133.5% | +17.3% | +116.2% | +143.3% |
| YTD | +75.1% | +59.8% | +15.3% | +89.4% |
| 1Y | +25.0% | +36.3% | -11.2% | +34.3% |
| All | +369.5% | +31.1% | +338.4% | +362.2% |
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 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