+552.8%
XLP vs DVA
+2,196.2%
-1,643.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.1% |
| 7D | +0.7% | +2.1% | -1.3% | +0.5% |
| 30D | +10.3% | +8.2% | +2.0% | +9.4% |
| 3M | +6.5% | +5.9% | +0.6% | +5.8% |
| 6M | +8.4% | -1.3% | +9.7% | +8.1% |
| YTD | +18.2% | +68.4% | -50.2% | +11.3% |
| 1Y | +22.4% | +57.5% | -35.0% | +16.0% |
| 3Y | +41.9% | +142.3% | -100.4% | +28.0% |
| 5Y | +40.9% | +75.0% | -34.1% | +29.1% |
| 10Y | +128.4% | +226.4% | -98.0% | +94.8% |
| All | +552.8% | +2,196.2% | -1,643.4% | +376.9% |
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