+44.0%
DLTR vs DVA
+62.2%
-18.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.8% | +3.9% | +8.7% |
| 7D | +15.6% | +4.7% | +10.8% | +14.7% |
| 30D | +29.9% | +7.8% | +22.1% | +28.2% |
| 3M | +12.5% | -15.5% | +28.0% | +14.5% |
| 6M | +56.3% | +25.0% | +31.3% | +50.5% |
| YTD | +19.5% | +69.6% | -50.1% | +12.6% |
| 1Y | +44.0% | +60.6% | -16.6% | +39.8% |
| All | +44.0% | +62.2% | -18.1% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling