-68.6%
XYZ vs DVA
+38.1%
-106.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | +2.9% | +2.2% | +0.6% | +2.4% |
| 30D | +1.4% | -2.0% | +3.4% | +1.8% |
| 3M | +14.6% | -6.3% | +20.8% | +15.5% |
| 6M | +20.8% | +19.4% | +1.3% | +13.7% |
| YTD | +23.1% | +58.5% | -35.4% | +5.2% |
| 1Y | +5.6% | +33.9% | -28.2% | -4.7% |
| 3Y | +50.9% | +88.4% | -37.5% | +17.0% |
| 5Y | -68.6% | +39.5% | -108.1% | -74.3% |
| All | -68.6% | +38.1% | -106.6% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling