+233.9%
DVA vs ALC
+24.0%
+209.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.9% |
| 7D | +1.8% | -2.1% | +3.9% | +2.4% |
| 30D | -2.5% | -0.1% | -2.4% | -2.5% |
| 3M | -4.3% | +5.9% | -10.1% | -5.9% |
| 6M | +18.9% | -15.9% | +34.8% | +23.7% |
| YTD | +61.9% | -10.1% | +72.1% | +64.4% |
| 1Y | +35.7% | -10.2% | +45.9% | +37.5% |
| 3Y | +78.6% | -13.6% | +92.2% | +80.0% |
| 5Y | +39.2% | -15.1% | +54.3% | +38.6% |
| All | +233.9% | +24.0% | +209.8% | +172.9% |
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