-31.9%
BAH vs DVA
+91.2%
-123.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -1.3% | +2.0% | -3.3% | -1.4% |
| 30D | -6.6% | -0.4% | -6.2% | -6.6% |
| 3M | -7.2% | -7.7% | +0.5% | -6.8% |
| 6M | -10.0% | +20.0% | -29.9% | -11.4% |
| YTD | -12.5% | +61.1% | -73.5% | -17.0% |
| 1Y | -27.9% | +33.9% | -61.8% | -29.5% |
| All | -31.9% | +91.2% | -123.0% | -33.2% |
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