-37.4%
ALK vs DVA
+186.3%
-223.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.4% |
| 7D | -3.0% | +2.0% | -5.0% | -3.5% |
| 30D | -14.6% | -0.4% | -14.2% | -14.5% |
| 3M | -10.6% | -7.7% | -2.9% | -9.3% |
| 6M | -6.7% | +20.0% | -26.7% | -13.6% |
| YTD | -19.8% | +61.1% | -80.8% | -33.2% |
| 1Y | -35.2% | +33.9% | -69.1% | -42.7% |
| 3Y | +1.4% | +91.5% | -90.2% | -22.9% |
| 5Y | -30.7% | +41.8% | -72.4% | -43.4% |
| 10Y | -37.4% | +187.5% | -224.9% | -60.7% |
| All | -37.4% | +186.3% | -223.7% | -60.7% |
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