+577.6%
XYZ vs DVA
+151.6%
+426.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +4.5% |
| 7D | +14.9% | -0.1% | +15.0% | +15.0% |
| 30D | +14.7% | +3.5% | +11.1% | +13.4% |
| 3M | +12.1% | +1.0% | +11.1% | +11.4% |
| 6M | +18.3% | -6.6% | +24.9% | +19.2% |
| YTD | +36.1% | +63.3% | -27.3% | +10.7% |
| 1Y | +35.3% | +50.0% | -14.7% | +13.4% |
| 3Y | +73.5% | +120.1% | -46.6% | +22.6% |
| 5Y | -61.6% | +73.7% | -135.3% | -71.9% |
| 10Y | +638.0% | +212.7% | +425.3% | +306.3% |
| All | +577.6% | +151.6% | +426.0% | +276.4% |
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