+4,782.6%
DELL vs DVA
+168.1%
+4,614.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.1% |
| 7D | +8.7% | +2.0% | +6.7% | +8.3% |
| 30D | +16.9% | -0.4% | +17.3% | +17.0% |
| 3M | +40.4% | -7.7% | +48.1% | +41.6% |
| 6M | +267.1% | +20.0% | +247.1% | +247.3% |
| YTD | +329.1% | +61.1% | +268.0% | +277.2% |
| 1Y | +346.9% | +33.9% | +313.1% | +309.2% |
| 3Y | +696.6% | +91.5% | +605.1% | +547.5% |
| 5Y | +1,106.2% | +41.8% | +1,064.4% | +933.7% |
| 10Y | +4,177.7% | +187.5% | +3,990.2% | +2,837.9% |
| All | +4,782.6% | +168.1% | +4,614.5% | +3,250.7% |
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