+188.1%
DVA vs EXEL
+320.7%
-132.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -8.8% | -0.8% | -8.0% | -8.7% |
| 30D | -3.4% | +13.1% | -16.5% | -5.1% |
| 3M | -2.6% | +36.3% | -38.9% | -6.8% |
| 6M | -11.9% | +34.5% | -46.4% | -15.6% |
| YTD | +53.6% | +57.4% | -3.8% | +43.9% |
| 1Y | +41.9% | +62.9% | -21.1% | +32.2% |
| 3Y | +97.5% | +229.5% | -132.0% | +63.4% |
| 5Y | +65.0% | +281.2% | -216.2% | +31.5% |
| All | +188.1% | +320.7% | -132.6% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling