+883.7%
BAH vs DVA
+412.4%
+471.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.7% |
| 7D | -3.2% | +1.8% | -5.1% | -3.5% |
| 30D | +2.0% | -2.5% | +4.5% | +2.3% |
| 3M | -7.6% | -4.3% | -3.4% | -7.4% |
| 6M | -5.7% | +18.9% | -24.5% | -9.4% |
| YTD | -11.7% | +61.9% | -73.7% | -20.7% |
| 1Y | -27.4% | +35.7% | -63.1% | -32.5% |
| 3Y | -32.5% | +78.6% | -111.2% | -41.6% |
| 5Y | -3.3% | +39.2% | -42.5% | -13.5% |
| 10Y | +186.0% | +184.0% | +2.0% | +101.1% |
| All | +883.7% | +412.4% | +471.2% | +454.3% |
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