+253.9%
XLI vs DVA
+187.8%
+66.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -1.7% | -1.3% | -0.3% | -1.4% |
| 30D | -7.3% | 0.0% | -7.3% | -7.3% |
| 3M | -1.3% | -10.9% | +9.6% | +0.4% |
| 6M | +2.2% | +17.3% | -15.0% | -2.6% |
| YTD | +11.7% | +59.8% | -48.1% | -1.5% |
| 1Y | +14.3% | +36.3% | -22.0% | +4.4% |
| 3Y | +70.3% | +88.6% | -18.3% | +40.0% |
| 5Y | +82.3% | +47.5% | +34.8% | +55.5% |
| All | +253.9% | +187.8% | +66.1% | +145.3% |
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