+45.7%
DVA vs EXEL
+180.6%
-134.9%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | -1.3% | -4.9% | +3.6% | -0.8% |
| 30D | 0.0% | +11.4% | -11.4% | -1.1% |
| 3M | -10.9% | +4.9% | -15.8% | -11.5% |
| 6M | +17.3% | +34.4% | -17.1% | +14.0% |
| YTD | +59.8% | +28.0% | +31.8% | +55.6% |
| 1Y | +36.3% | +43.6% | -7.4% | +31.4% |
| 3Y | +88.6% | +155.2% | -66.6% | +70.1% |
| All | +45.7% | +180.6% | -134.9% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling