+22.2%
XLP vs DVA
+52.7%
-30.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +8.9% | +3.5% | +5.4% | +8.6% |
| 3M | +7.5% | +1.0% | +6.5% | +7.2% |
| 6M | +9.4% | -6.6% | +16.0% | +9.5% |
| YTD | +19.3% | +63.3% | -44.1% | +14.6% |
| All | +22.2% | +52.7% | -30.5% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling