+1,093.3%
XLI vs DVA
+2,096.1%
-1,002.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -0.6% | +2.0% | -2.6% | -0.9% |
| 30D | -6.9% | -0.4% | -6.6% | -6.9% |
| 3M | -1.9% | -7.7% | +5.7% | -1.2% |
| 6M | +1.0% | +20.0% | -18.9% | -2.6% |
| YTD | +11.3% | +61.1% | -49.8% | +2.1% |
| 1Y | +15.8% | +33.9% | -18.1% | +9.1% |
| 3Y | +69.8% | +91.5% | -21.7% | +49.2% |
| 5Y | +80.9% | +41.8% | +39.1% | +63.0% |
| 10Y | +257.2% | +187.5% | +69.7% | +184.8% |
| All | +1,093.3% | +2,096.1% | -1,002.9% | +645.9% |
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