+1,024.7%
XLE vs DVA
+2,107.9%
-1,083.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.1% |
| 7D | +2.2% | +1.8% | +0.4% | +1.9% |
| 30D | +11.8% | -2.5% | +14.3% | +12.1% |
| 3M | +9.8% | -4.3% | +14.1% | +10.1% |
| 6M | +15.6% | +18.9% | -3.3% | +11.4% |
| YTD | +45.3% | +61.9% | -16.7% | +32.7% |
| 1Y | +48.3% | +35.7% | +12.6% | +39.1% |
| 3Y | +55.4% | +78.6% | -23.2% | +37.3% |
| 5Y | +216.1% | +39.2% | +176.9% | +184.3% |
| 10Y | +178.4% | +184.0% | -5.6% | +120.8% |
| All | +1,024.7% | +2,107.9% | -1,083.1% | +620.7% |
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