+43.4%
DLTR vs DVA
+187.8%
-144.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -10.1% | -1.3% | -8.8% | -9.9% |
| 30D | -8.1% | 0.0% | -8.1% | -8.1% |
| 3M | +2.9% | -10.9% | +13.8% | +4.6% |
| 6M | +4.3% | +17.3% | -12.9% | +0.4% |
| YTD | -3.9% | +59.8% | -63.7% | -13.3% |
| 1Y | +18.9% | +36.3% | -17.4% | +10.6% |
| 3Y | +1.9% | +88.6% | -86.7% | -13.2% |
| 5Y | +31.0% | +47.5% | -16.5% | +14.8% |
| All | +43.4% | +187.8% | -144.4% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling