+4.4%
GOOGL vs DVA
+62.2%
-57.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.6% | +3.1% |
| 7D | -11.1% | +4.7% | -15.8% | -11.1% |
| 30D | -16.6% | +7.8% | -24.4% | -16.8% |
| 3M | -23.4% | -15.5% | -7.9% | -23.0% |
| 6M | -24.5% | +25.0% | -49.6% | -24.3% |
| YTD | -7.5% | +69.6% | -77.1% | -5.0% |
| 1Y | +4.4% | +60.6% | -56.2% | +6.0% |
| All | +4.4% | +62.2% | -57.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling