+604.5%
XYZ vs DVA
+186.3%
+418.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.4% |
| 7D | -3.7% | +2.0% | -5.7% | -4.3% |
| 30D | +0.5% | -0.4% | +0.9% | +0.6% |
| 3M | +16.3% | -7.7% | +23.9% | +18.1% |
| 6M | +21.1% | +20.0% | +1.2% | +12.1% |
| YTD | +22.0% | +61.1% | -39.1% | +0.3% |
| 1Y | +5.2% | +33.9% | -28.7% | -7.9% |
| 3Y | +49.6% | +91.5% | -41.9% | +11.0% |
| 5Y | -68.4% | +41.8% | -110.2% | -74.9% |
| 10Y | +604.5% | +187.5% | +417.0% | +321.8% |
| All | +604.5% | +186.3% | +418.2% | +321.8% |
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