+177.8%
XLE vs DVA
+187.8%
-10.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.7% | -1.3% | +3.0% | +1.9% |
| 30D | +6.7% | 0.0% | +6.7% | +6.7% |
| 3M | +14.9% | -10.9% | +25.8% | +16.9% |
| 6M | +15.9% | +17.3% | -1.4% | +10.3% |
| YTD | +47.7% | +59.8% | -12.1% | +30.1% |
| 1Y | +50.7% | +36.3% | +14.5% | +37.5% |
| 3Y | +57.9% | +88.6% | -30.7% | +29.2% |
| 5Y | +227.0% | +47.5% | +179.5% | +177.1% |
| All | +177.8% | +187.8% | -10.0% | +96.5% |
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