+105.0%
DAL vs DVA
+192.4%
-87.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.1% | -0.1% | -3.7% |
| 7D | +1.4% | -10.7% | +12.0% | +4.7% |
| 30D | +9.1% | -4.4% | +13.5% | +10.2% |
| 3M | -3.5% | -4.1% | +0.6% | -2.8% |
| 6M | +23.4% | -13.2% | +36.6% | +26.6% |
| YTD | +26.0% | +53.2% | -27.2% | +5.6% |
| 1Y | +44.6% | +40.8% | +3.8% | +24.7% |
| 3Y | +162.7% | +109.7% | +53.0% | +93.9% |
| 5Y | +113.0% | +64.5% | +48.5% | +62.9% |
| All | +105.0% | +192.4% | -87.3% | +26.4% |
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