+246.5%
BBY vs DVA
+187.8%
+58.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | +9.4% | 0.0% | +9.4% | +9.4% |
| 3M | +19.3% | -10.9% | +30.3% | +22.2% |
| 6M | +47.9% | +17.3% | +30.6% | +39.7% |
| YTD | +39.6% | +59.8% | -20.2% | +19.7% |
| 1Y | +22.2% | +36.3% | -14.1% | +9.6% |
| 3Y | +45.0% | +88.6% | -43.6% | +15.3% |
| 5Y | +2.6% | +47.5% | -45.0% | -15.0% |
| All | +246.5% | +187.8% | +58.7% | +120.5% |
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