+1,054.7%
ALK vs DVA
+5,406.5%
-4,351.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | +9.0% | +2.1% | +7.0% | +8.6% |
| 30D | -1.6% | +8.2% | -9.9% | -3.2% |
| 3M | -23.2% | +5.9% | -29.1% | -24.2% |
| 6M | -3.9% | -1.3% | -2.6% | -4.3% |
| YTD | -22.6% | +68.4% | -91.0% | -31.4% |
| 1Y | -5.3% | +57.5% | -62.8% | -14.9% |
| 3Y | +18.6% | +142.3% | -123.7% | -3.0% |
| 5Y | -34.4% | +75.0% | -109.4% | -44.2% |
| 10Y | -40.8% | +226.4% | -267.2% | -55.7% |
| All | +1,054.7% | +5,406.5% | -4,351.7% | +583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling