-35.2%
ALK vs DVA
+36.0%
-71.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.2% |
| 7D | -3.0% | +2.0% | -5.0% | -3.3% |
| 30D | -14.6% | -0.4% | -14.2% | -14.6% |
| 3M | -10.6% | -7.7% | -2.9% | -10.5% |
| 6M | -6.7% | +20.0% | -26.7% | -12.3% |
| YTD | -19.8% | +61.1% | -80.8% | -31.4% |
| 1Y | -35.2% | +33.9% | -69.1% | -41.8% |
| All | -35.2% | +36.0% | -71.3% | -41.8% |
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