+106.3%
DAL vs DVA
+38.1%
+68.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | +3.4% | +2.2% | +1.2% | +2.8% |
| 30D | -13.6% | -2.0% | -11.5% | -13.1% |
| 3M | +1.2% | -6.3% | +7.5% | +1.9% |
| 6M | +34.5% | +19.4% | +15.1% | +26.0% |
| YTD | +14.7% | +58.5% | -43.8% | -2.1% |
| 1Y | +29.2% | +33.9% | -4.6% | +15.9% |
| 3Y | +100.0% | +88.4% | +11.5% | +58.7% |
| 5Y | +106.3% | +39.5% | +66.8% | +91.3% |
| All | +106.3% | +38.1% | +68.2% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling