+415.5%
DAL vs DVA
+559.8%
-144.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -1.9% |
| 7D | +2.3% | -4.8% | +7.1% | +4.1% |
| 30D | +14.3% | +0.9% | +13.4% | +13.4% |
| 3M | +1.3% | +2.9% | -1.6% | -0.6% |
| 6M | +29.3% | -7.8% | +37.0% | +30.5% |
| YTD | +33.0% | +61.5% | -28.5% | +3.6% |
| 1Y | +59.8% | +50.1% | +9.8% | +28.4% |
| 3Y | +177.2% | +121.1% | +56.1% | +82.0% |
| 5Y | +118.4% | +72.9% | +45.4% | +49.3% |
| 10Y | +121.4% | +208.2% | -86.8% | +2.8% |
| All | +415.5% | +559.8% | -144.3% | +45.3% |
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