+72.6%
XYZ vs DVA
+139.6%
-67.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.0% |
| 7D | +12.1% | +2.1% | +10.1% | +11.8% |
| 30D | +12.4% | +8.2% | +4.1% | +11.2% |
| 3M | +8.2% | +5.9% | +2.3% | +7.2% |
| 6M | +20.7% | -1.3% | +22.0% | +20.2% |
| YTD | +31.3% | +68.4% | -37.1% | +17.5% |
| 1Y | +20.5% | +57.5% | -36.9% | +10.0% |
| 3Y | +72.6% | +142.3% | -69.7% | +29.3% |
| All | +72.6% | +139.6% | -67.0% | +29.3% |
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