+123.0%
XRT vs DVA
+187.8%
-64.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.2% | -1.3% | -1.9% | -2.9% |
| 30D | -4.5% | 0.0% | -4.5% | -4.5% |
| 3M | -3.1% | -10.9% | +7.9% | -0.9% |
| 6M | +4.2% | +17.3% | -13.0% | -1.8% |
| YTD | -0.1% | +59.8% | -59.9% | -14.5% |
| 1Y | -3.0% | +36.3% | -39.3% | -13.3% |
| 3Y | +41.8% | +88.6% | -46.8% | +11.8% |
| 5Y | -1.3% | +47.5% | -48.8% | -18.7% |
| All | +123.0% | +187.8% | -64.8% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling