+187.3%
DVA vs BUD
-3.2%
+190.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.9% | -5.1% |
| 7D | -10.7% | -1.6% | -9.1% | -10.3% |
| 30D | -4.4% | +6.7% | -11.1% | -6.4% |
| 3M | -4.1% | +5.9% | -10.0% | -5.9% |
| 6M | -13.2% | +5.1% | -18.3% | -14.9% |
| YTD | +53.2% | +32.9% | +20.3% | +39.8% |
| 1Y | +40.8% | +31.8% | +9.0% | +28.8% |
| 3Y | +109.7% | +47.4% | +62.4% | +83.4% |
| 5Y | +64.5% | +50.8% | +13.7% | +40.8% |
| All | +187.3% | -3.2% | +190.5% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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