+1,073.0%
BAH vs DVA
+386.2%
+686.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | +1.7% | -8.8% | +10.5% | +3.2% |
| 30D | +20.8% | -3.4% | +24.2% | +21.3% |
| 3M | +11.6% | -2.6% | +14.1% | +11.7% |
| 6M | +23.1% | -11.9% | +35.0% | +24.7% |
| YTD | +5.3% | +53.6% | -48.4% | -4.9% |
| 1Y | +6.1% | +41.9% | -35.7% | -2.6% |
| 3Y | -27.5% | +97.5% | -125.0% | -38.3% |
| 5Y | +6.2% | +65.0% | -58.8% | -9.6% |
| 10Y | +202.2% | +193.2% | +9.0% | +108.5% |
| All | +1,073.0% | +386.2% | +686.8% | +565.0% |
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 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