+201.7%
BAH vs DVA
+187.5%
+14.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.7% | +4.9% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -2.9% | +1.7% | -4.6% | -3.2% |
| 3M | -1.3% | -8.7% | +7.3% | -0.5% |
| 6M | -0.9% | +19.7% | -20.5% | -4.2% |
| YTD | -8.2% | +59.6% | -67.8% | -15.8% |
| 1Y | -24.0% | +37.1% | -61.1% | -28.5% |
| 3Y | -28.1% | +89.8% | -117.9% | -36.5% |
| 5Y | +2.5% | +47.4% | -44.9% | -6.8% |
| All | +201.7% | +187.5% | +14.2% | +132.5% |
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