+172.3%
XLE vs DVA
+208.2%
-35.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.4% |
| 7D | -0.2% | -4.8% | +4.5% | +0.7% |
| 30D | -4.0% | +0.9% | -4.9% | -4.5% |
| 3M | +4.6% | +2.9% | +1.7% | +3.5% |
| 6M | +12.3% | -7.8% | +20.1% | +12.9% |
| YTD | +44.5% | +61.5% | -17.0% | +26.4% |
| 1Y | +42.4% | +50.1% | -7.7% | +26.6% |
| 3Y | +67.0% | +121.1% | -54.1% | +31.5% |
| 5Y | +161.9% | +72.9% | +89.0% | +109.9% |
| All | +172.3% | +208.2% | -35.9% | +88.0% |
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