+14,802.0%
EXPD vs DVA
+5,406.5%
+9,395.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -7.2% | +2.1% | -9.2% | -7.5% |
| 30D | -3.3% | +8.2% | -11.5% | -4.6% |
| 3M | +3.4% | +5.9% | -2.5% | +2.3% |
| 6M | +22.7% | -1.3% | +24.0% | +22.1% |
| YTD | +24.5% | +68.4% | -43.9% | +13.1% |
| 1Y | +38.6% | +57.5% | -18.8% | +27.1% |
| 3Y | +71.5% | +142.3% | -70.8% | +45.2% |
| 5Y | +56.2% | +75.0% | -18.7% | +35.7% |
| 10Y | +310.5% | +226.4% | +84.1% | +216.2% |
| All | +14,802.0% | +5,406.5% | +9,395.6% | +8,153.9% |
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