+18.6%
ALK vs DVA
+139.6%
-121.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.1% |
| 7D | +9.0% | +2.1% | +7.0% | +8.5% |
| 30D | -1.6% | +8.2% | -9.9% | -3.6% |
| 3M | -23.2% | +5.9% | -29.1% | -24.5% |
| 6M | -3.9% | -1.3% | -2.6% | -5.0% |
| YTD | -22.6% | +68.4% | -91.0% | -35.2% |
| 1Y | -5.3% | +57.5% | -62.8% | -19.0% |
| 3Y | +18.6% | +142.3% | -123.7% | -7.3% |
| All | +18.6% | +139.6% | -121.1% | -7.3% |
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