+586.4%
DVA vs BUD
+217.8%
+368.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.1% |
| 7D | -8.8% | +1.0% | -9.8% | -9.1% |
| 30D | -3.4% | +6.7% | -10.1% | -5.4% |
| 3M | -2.6% | +5.7% | -8.3% | -4.4% |
| 6M | -11.9% | +5.8% | -17.7% | -13.8% |
| YTD | +53.6% | +34.4% | +19.2% | +39.3% |
| 1Y | +41.9% | +33.3% | +8.6% | +29.0% |
| 3Y | +97.5% | +48.8% | +48.7% | +71.4% |
| 5Y | +65.0% | +52.5% | +12.4% | +40.0% |
| 10Y | +193.2% | -4.0% | +197.2% | +173.1% |
| All | +586.4% | +217.8% | +368.6% | +358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling