+229.0%
DVA vs ALC
+17.1%
+212.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.2% |
| 7D | -0.2% | -7.7% | +7.5% | +1.9% |
| 30D | +1.7% | -11.7% | +13.4% | +5.0% |
| 3M | -8.7% | +0.7% | -9.3% | -9.0% |
| 6M | +19.7% | -17.1% | +36.7% | +24.6% |
| YTD | +59.6% | -15.1% | +74.8% | +64.4% |
| 1Y | +37.1% | -14.1% | +51.2% | +40.4% |
| 3Y | +89.8% | -18.2% | +107.9% | +93.9% |
| 5Y | +47.4% | -19.2% | +66.5% | +48.4% |
| All | +229.0% | +17.1% | +212.0% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling