+47.7%
XYZ vs DVA
+85.7%
-38.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -1.0% | +1.8% | -2.8% | -1.2% |
| 30D | -1.7% | -2.5% | +0.8% | -1.4% |
| 3M | +16.7% | -4.3% | +21.0% | +17.0% |
| 6M | +26.9% | +18.9% | +8.0% | +22.7% |
| YTD | +27.1% | +61.9% | -34.8% | +14.8% |
| 1Y | +9.3% | +35.7% | -26.5% | +3.7% |
| All | +47.7% | +85.7% | -38.1% | +18.6% |
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