+14.0%
XLB vs DVA
+33.5%
-19.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -3.5% | -0.2% | -3.4% | -3.5% |
| 30D | -4.7% | +1.7% | -6.3% | -4.8% |
| 3M | +2.7% | -8.7% | +11.4% | +2.8% |
| 6M | +2.6% | +19.7% | -17.1% | -0.5% |
| YTD | +12.8% | +59.6% | -46.8% | +4.7% |
| 1Y | +14.0% | +37.1% | -23.1% | +9.0% |
| All | +14.0% | +33.5% | -19.6% | +9.0% |
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