+820.5%
XLB vs DVA
+2,107.9%
-1,287.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -1.4% | +1.8% | -3.2% | -1.7% |
| 30D | -0.4% | -2.5% | +2.1% | 0.0% |
| 3M | +2.0% | -4.3% | +6.2% | +2.2% |
| 6M | +1.8% | +18.9% | -17.0% | -1.7% |
| YTD | +16.6% | +61.9% | -45.4% | +6.8% |
| 1Y | +16.9% | +35.7% | -18.8% | +9.9% |
| 3Y | +32.6% | +78.6% | -46.1% | +17.7% |
| 5Y | +35.6% | +39.2% | -3.6% | +22.8% |
| 10Y | +160.0% | +184.0% | -24.0% | +108.3% |
| All | +820.5% | +2,107.9% | -1,287.4% | +500.2% |
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