+536.2%
XRT vs DVA
+597.4%
-61.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.1% | +3.3% | -0.2% |
| 7D | -0.4% | -10.7% | +10.2% | +3.1% |
| 30D | +7.5% | -4.4% | +11.9% | +8.8% |
| 3M | +2.3% | -4.1% | +6.4% | +3.2% |
| 6M | +12.8% | -13.2% | +26.0% | +16.3% |
| YTD | +7.1% | +53.2% | -46.2% | -11.0% |
| 1Y | +12.3% | +40.8% | -28.6% | -3.9% |
| 3Y | +57.0% | +109.7% | -52.7% | +13.0% |
| 5Y | -4.3% | +64.5% | -68.8% | -28.9% |
| 10Y | +136.7% | +192.4% | -55.7% | +29.4% |
| All | +536.2% | +597.4% | -61.2% | +123.6% |
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 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