+74.2%
XLF vs DVA
+89.6%
-15.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | -1.5% | -1.3% | -0.1% | -1.4% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | +9.2% | -10.9% | +20.1% | +9.9% |
| 6M | +16.3% | +17.3% | -0.9% | +14.0% |
| YTD | +5.4% | +59.8% | -54.4% | -0.6% |
| 1Y | +7.6% | +36.3% | -28.7% | +3.6% |
| 3Y | +74.2% | +88.6% | -14.4% | +63.7% |
| All | +74.2% | +89.6% | -15.4% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling