+448.5%
XYL vs DVA
+467.7%
-19.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.5% |
| 7D | +1.8% | +2.2% | -0.4% | +1.2% |
| 30D | -9.2% | -2.0% | -7.2% | -8.9% |
| 3M | -0.3% | -6.3% | +6.0% | +0.5% |
| 6M | -11.0% | +19.4% | -30.4% | -16.1% |
| YTD | -19.2% | +58.5% | -77.7% | -29.8% |
| 1Y | -21.2% | +33.9% | -55.1% | -28.6% |
| 3Y | +18.6% | +88.4% | -69.8% | -5.2% |
| 5Y | -14.3% | +39.5% | -53.8% | -27.5% |
| 10Y | +141.0% | +179.5% | -38.4% | +58.4% |
| All | +448.5% | +467.7% | -19.2% | +221.4% |
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