+14.4%
XYL vs DVA
+89.4%
-75.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | -13.2% | +1.7% | -14.8% | -13.3% |
| 3M | -0.2% | -8.7% | +8.5% | +0.4% |
| 6M | -12.5% | +19.7% | -32.1% | -15.0% |
| YTD | -20.9% | +59.6% | -80.5% | -26.0% |
| 1Y | -21.6% | +37.1% | -58.7% | -25.1% |
| All | +14.4% | +89.4% | -75.0% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling