+1,104.0%
XEL vs DVA
+5,166.5%
-4,062.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | +0.9% | +2.0% | -1.1% | +0.7% |
| 30D | -0.9% | -0.4% | -0.5% | -0.9% |
| 3M | -1.4% | -7.7% | +6.2% | -1.0% |
| 6M | -5.8% | +20.0% | -25.8% | -7.5% |
| YTD | +4.7% | +61.1% | -56.4% | +0.2% |
| 1Y | +9.1% | +33.9% | -24.8% | +5.8% |
| 3Y | +47.8% | +91.5% | -43.7% | +38.6% |
| 5Y | +29.0% | +41.8% | -12.8% | +22.4% |
| 10Y | +154.0% | +187.5% | -33.5% | +126.5% |
| All | +1,104.0% | +5,166.5% | -4,062.5% | +863.7% |
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