+138.3%
GOOGL vs DVA
+40.8%
+97.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -3.2% | +1.7% | -4.9% | -3.3% |
| 3M | -6.6% | -8.7% | +2.1% | -6.1% |
| 6M | +8.5% | +19.7% | -11.2% | +6.7% |
| YTD | +6.5% | +59.6% | -53.1% | +2.3% |
| 1Y | +39.4% | +37.1% | +2.3% | +35.7% |
| 3Y | +146.2% | +89.8% | +56.4% | +127.0% |
| 5Y | +138.3% | +47.4% | +91.0% | +124.9% |
| All | +138.3% | +40.8% | +97.5% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling