+232.1%
DVA vs ALC
+20.4%
+211.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | +2.0% | -5.3% | +7.3% | +3.4% |
| 30D | -0.4% | -7.1% | +6.7% | +1.5% |
| 3M | -7.7% | +0.8% | -8.4% | -8.0% |
| 6M | +20.0% | -16.0% | +35.9% | +24.6% |
| YTD | +61.1% | -12.7% | +73.8% | +64.8% |
| 1Y | +33.9% | -12.8% | +46.7% | +36.7% |
| 3Y | +91.5% | -15.8% | +107.4% | +94.3% |
| 5Y | +41.8% | -16.7% | +58.4% | +41.6% |
| All | +232.1% | +20.4% | +211.7% | +173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling