+392.2%
DAL vs DVA
+588.1%
-195.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +2.8% |
| 7D | +8.8% | +2.1% | +6.7% | +7.9% |
| 30D | +5.4% | +8.2% | -2.8% | +1.9% |
| 3M | -4.9% | +5.9% | -10.8% | -7.6% |
| 6M | +19.8% | -1.3% | +21.1% | +18.0% |
| YTD | +27.0% | +68.4% | -41.4% | -2.5% |
| 1Y | +52.5% | +57.5% | -5.0% | +20.4% |
| 3Y | +173.8% | +142.3% | +31.5% | +73.3% |
| 5Y | +104.5% | +75.0% | +29.6% | +39.8% |
| 10Y | +129.7% | +226.4% | -96.6% | +4.1% |
| All | +392.2% | +588.1% | -195.8% | +36.7% |
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