+25.1%
XYZ vs DVA
+42.7%
-17.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.1% | +1.1% | -4.1% |
| 7D | -2.1% | -10.7% | +8.5% | -2.2% |
| 30D | +7.0% | -4.4% | +11.4% | +7.0% |
| 3M | +5.1% | -4.1% | +9.2% | +5.1% |
| 6M | +14.1% | -13.2% | +27.3% | +14.0% |
| YTD | +26.4% | +53.2% | -26.8% | +41.4% |
| 1Y | +25.1% | +40.8% | -15.8% | +43.0% |
| All | +25.1% | +42.7% | -17.6% | +43.0% |
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