-27.8%
ALK vs DVA
+38.1%
-65.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.6% |
| 7D | +0.1% | +2.2% | -2.1% | -0.4% |
| 30D | -18.5% | -2.0% | -16.4% | -18.1% |
| 3M | -3.6% | -6.3% | +2.7% | -2.9% |
| 6M | -3.7% | +19.4% | -23.1% | -9.5% |
| YTD | -19.0% | +58.5% | -77.5% | -30.3% |
| 1Y | -36.0% | +33.9% | -69.9% | -42.3% |
| 3Y | +2.3% | +88.4% | -86.1% | -17.6% |
| 5Y | -27.8% | +39.5% | -67.3% | -31.0% |
| All | -27.8% | +38.1% | -65.8% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling