+508.9%
XLP vs DVA
+2,107.9%
-1,598.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -1.0% | +1.8% | -2.9% | -1.2% |
| 30D | -0.9% | -2.5% | +1.6% | -0.7% |
| 3M | +3.8% | -4.3% | +8.1% | +4.0% |
| 6M | -1.7% | +18.9% | -20.6% | -3.9% |
| YTD | +10.3% | +61.9% | -51.7% | +4.3% |
| 1Y | +7.8% | +35.7% | -27.9% | +3.7% |
| 3Y | +27.2% | +78.6% | -51.4% | +18.0% |
| 5Y | +32.5% | +39.2% | -6.7% | +24.2% |
| 10Y | +101.8% | +184.0% | -82.2% | +74.2% |
| All | +508.9% | +2,107.9% | -1,598.9% | +347.0% |
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