+133.2%
XRT vs DVA
+193.2%
-60.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.7% | -8.8% | +10.5% | +4.0% |
| 30D | +7.5% | -3.4% | +10.9% | +8.3% |
| 3M | +2.2% | -2.6% | +4.8% | +2.5% |
| 6M | +14.7% | -11.9% | +26.5% | +17.0% |
| YTD | +7.5% | +53.6% | -46.1% | -7.5% |
| 1Y | +14.1% | +41.9% | -27.7% | +0.5% |
| 3Y | +58.8% | +97.5% | -38.7% | +23.9% |
| 5Y | -3.9% | +65.0% | -68.9% | -24.2% |
| All | +133.2% | +193.2% | -60.0% | +49.6% |
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