+788.5%
XLK vs DVA
+187.8%
+600.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -1.3% | +1.5% | +0.4% |
| 30D | -0.6% | 0.0% | -0.7% | -0.7% |
| 3M | +2.6% | -10.9% | +13.5% | +3.9% |
| 6M | +34.0% | +17.3% | +16.7% | +28.4% |
| YTD | +30.7% | +59.8% | -29.1% | +16.9% |
| 1Y | +39.2% | +36.3% | +2.9% | +28.5% |
| 3Y | +120.4% | +88.6% | +31.8% | +84.1% |
| 5Y | +148.8% | +47.5% | +101.3% | +115.0% |
| All | +788.5% | +187.8% | +600.7% | +533.9% |
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 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