+631.5%
XLU vs DVA
+2,078.6%
-1,447.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | -3.3% | 0.0% | -3.3% | -3.3% |
| 3M | -3.2% | -10.9% | +7.8% | -2.3% |
| 6M | -7.0% | +17.3% | -24.2% | -8.9% |
| YTD | +0.6% | +59.8% | -59.2% | -4.8% |
| 1Y | +2.4% | +36.3% | -33.8% | -1.6% |
| 3Y | +46.3% | +88.6% | -42.4% | +34.9% |
| 5Y | +44.0% | +47.5% | -3.6% | +34.1% |
| 10Y | +140.1% | +185.2% | -45.2% | +107.2% |
| All | +631.5% | +2,078.6% | -1,447.1% | +449.2% |
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