+158.8%
XLB vs DVA
+187.5%
-28.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.5% | -0.2% | -3.4% | -3.5% |
| 30D | -4.7% | +1.7% | -6.3% | -5.0% |
| 3M | +2.7% | -8.7% | +11.4% | +4.0% |
| 6M | +2.6% | +19.7% | -17.1% | -3.0% |
| YTD | +12.8% | +59.6% | -46.8% | -1.0% |
| 1Y | +14.0% | +37.1% | -23.1% | +3.5% |
| 3Y | +31.5% | +89.8% | -58.3% | +7.3% |
| 5Y | +33.4% | +47.4% | -13.9% | +13.1% |
| All | +158.8% | +187.5% | -28.6% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling