+142.8%
XYL vs DVA
+187.8%
-45.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.2% | -1.3% | +2.5% | +1.5% |
| 30D | -11.9% | 0.0% | -12.0% | -12.0% |
| 3M | -1.5% | -10.9% | +9.4% | +0.3% |
| 6M | -11.9% | +17.3% | -29.2% | -16.4% |
| YTD | -20.6% | +59.8% | -80.4% | -30.7% |
| 1Y | -23.5% | +36.3% | -59.8% | -30.7% |
| 3Y | +14.9% | +88.6% | -73.8% | -7.4% |
| 5Y | -15.3% | +47.5% | -62.8% | -28.8% |
| All | +142.8% | +187.8% | -45.0% | +68.5% |
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 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