+412.9%
XLF vs DVA
+2,096.1%
-1,683.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.7% |
| 7D | -1.0% | +2.0% | -3.1% | -1.4% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | +9.1% | -7.7% | +16.8% | +10.2% |
| 6M | +14.4% | +20.0% | -5.6% | +9.3% |
| YTD | +5.1% | +61.1% | -56.0% | -5.7% |
| 1Y | +8.6% | +33.9% | -25.2% | +0.8% |
| 3Y | +74.4% | +91.5% | -17.1% | +48.3% |
| 5Y | +64.4% | +41.8% | +22.6% | +44.3% |
| 10Y | +251.6% | +187.5% | +64.1% | +164.0% |
| All | +412.9% | +2,096.1% | -1,683.2% | +178.6% |
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