+19,971.6%
DVA vs EXEL
+273.2%
+19,698.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +1.8% | +8.4% | -6.5% | +1.1% |
| 30D | -2.5% | +4.1% | -6.6% | -2.9% |
| 3M | -4.3% | +12.4% | -16.7% | -5.3% |
| 6M | +18.9% | +41.5% | -22.7% | +15.2% |
| YTD | +61.9% | +34.6% | +27.3% | +57.4% |
| 1Y | +35.7% | +57.9% | -22.1% | +29.8% |
| 3Y | +78.6% | +159.5% | -80.9% | +61.5% |
| 5Y | +39.2% | +198.5% | -159.3% | +23.2% |
| 10Y | +184.0% | +411.4% | -227.3% | +131.0% |
| All | +19,971.6% | +273.2% | +19,698.4% | +14,284.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling