-29.5%
ALB vs DVA
+85.7%
-115.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.6% |
| 7D | -8.1% | +1.8% | -9.9% | -8.3% |
| 30D | +6.3% | -2.5% | +8.8% | +6.5% |
| 3M | -23.6% | -4.3% | -19.3% | -23.5% |
| 6M | -24.6% | +18.9% | -43.5% | -26.8% |
| YTD | -10.3% | +61.9% | -72.2% | -17.7% |
| 1Y | +61.5% | +35.7% | +25.7% | +53.0% |
| All | -29.5% | +85.7% | -115.2% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling