-1.6%
XLY vs DVA
+62.8%
-64.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -5.0% | -3.9% |
| 7D | +1.2% | +0.8% | +0.5% | +1.2% |
| 30D | +5.3% | +8.0% | -2.7% | +5.0% |
| 3M | -0.6% | +3.2% | -3.9% | -0.8% |
| 6M | +0.1% | +24.1% | -24.0% | -0.9% |
| YTD | -0.9% | +71.5% | -72.4% | -2.0% |
| 1Y | -1.6% | +60.8% | -62.4% | -1.8% |
| All | -1.6% | +62.8% | -64.4% | -1.8% |
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