+632.8%
LYB vs DVA
+495.3%
+137.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | +2.5% | 0.0% | +2.4% | +2.3% |
| 3M | +1.4% | -10.9% | +12.3% | +4.5% |
| 6M | -3.5% | +17.3% | -20.8% | -12.1% |
| YTD | +52.0% | +59.8% | -7.8% | +20.9% |
| 1Y | +22.1% | +36.3% | -14.2% | +3.5% |
| 3Y | -22.8% | +88.6% | -111.4% | -45.1% |
| 5Y | -3.4% | +47.5% | -50.9% | -27.3% |
| 10Y | +47.4% | +185.2% | -137.9% | -24.3% |
| All | +632.8% | +495.3% | +137.5% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling