+998.7%
XLE vs DVA
+2,051.4%
-1,052.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.9% |
| 7D | -6.7% | -1.6% | -5.1% | -6.6% |
| 30D | -4.4% | 0.0% | -4.4% | -4.6% |
| 3M | +4.0% | -2.4% | +6.4% | +4.0% |
| 6M | +13.2% | -9.8% | +22.9% | +14.0% |
| YTD | +41.9% | +57.8% | -15.9% | +29.7% |
| 1Y | +41.6% | +49.2% | -7.6% | +30.6% |
| 3Y | +64.0% | +116.0% | -52.0% | +40.8% |
| 5Y | +158.1% | +68.5% | +89.6% | +124.6% |
| 10Y | +163.9% | +198.9% | -35.0% | +107.5% |
| All | +998.7% | +2,051.4% | -1,052.6% | +604.4% |
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