-31.5%
XYL vs DVA
+62.2%
-93.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.8% | -0.8% | +4.4% |
| 7D | +14.5% | +4.7% | +9.8% | +14.0% |
| 30D | -1.3% | +7.8% | -9.1% | -2.0% |
| 3M | -17.0% | -15.5% | -1.5% | -16.5% |
| 6M | -11.3% | +25.0% | -36.4% | -13.5% |
| YTD | -25.0% | +69.6% | -94.5% | -28.0% |
| 1Y | -31.5% | +60.6% | -92.1% | -33.5% |
| All | -31.5% | +62.2% | -93.7% | -33.5% |
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