+88.6%
DVA vs EXEL
+154.7%
-66.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | -1.3% | -4.9% | +3.6% | -0.9% |
| 30D | 0.0% | +11.4% | -11.4% | -0.9% |
| 3M | -10.9% | +4.9% | -15.8% | -11.3% |
| 6M | +17.3% | +34.4% | -17.1% | +15.1% |
| YTD | +59.8% | +28.0% | +31.8% | +56.9% |
| 1Y | +36.3% | +43.6% | -7.4% | +33.5% |
| 3Y | +88.6% | +155.2% | -66.6% | +87.4% |
| All | +88.6% | +154.7% | -66.1% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling