+1,475.9%
XLK vs DVA
+2,078.6%
-602.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 6M | +34.0% | +17.3% | +16.7% | +29.6% |
| YTD | +30.7% | +59.8% | -29.1% | +19.8% |
| 1Y | +39.2% | +36.3% | +2.9% | +30.6% |
| 3Y | +120.4% | +88.6% | +31.8% | +93.3% |
| 5Y | +148.8% | +47.5% | +101.3% | +121.9% |
| 10Y | +803.3% | +185.2% | +618.1% | +613.5% |
| All | +1,475.9% | +2,078.6% | -602.7% | +807.1% |
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