+215.9%
DVA vs ALC
+26.4%
+189.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.3% | -4.9% |
| 7D | -10.7% | -6.2% | -4.5% | -9.1% |
| 30D | -4.4% | +14.0% | -18.4% | -7.6% |
| 3M | -4.1% | -2.4% | -1.7% | -3.6% |
| 6M | -13.2% | +12.6% | -25.8% | -16.1% |
| YTD | +53.2% | -8.4% | +61.6% | +54.7% |
| 1Y | +40.8% | -9.1% | +50.0% | +42.5% |
| 3Y | +109.7% | -0.3% | +110.0% | +101.1% |
| 5Y | +64.5% | -9.9% | +74.4% | +60.8% |
| All | +215.9% | +26.4% | +189.5% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling