+554.8%
XYZ vs DVA
+143.1%
+411.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -2.4% |
| 7D | +12.6% | -1.6% | +14.2% | +13.3% |
| 30D | +10.8% | 0.0% | +10.8% | +10.8% |
| 3M | +8.4% | -2.4% | +10.8% | +8.8% |
| 6M | +14.3% | -9.8% | +24.1% | +16.4% |
| YTD | +31.5% | +57.8% | -26.3% | +8.1% |
| 1Y | +28.1% | +49.2% | -21.1% | +7.4% |
| 3Y | +66.2% | +116.0% | -49.9% | +18.0% |
| 5Y | -62.3% | +68.5% | -130.8% | -72.2% |
| 10Y | +634.6% | +198.9% | +435.7% | +310.5% |
| All | +554.8% | +143.1% | +411.7% | +267.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling