+154.8%
EXPE vs DVA
+91.2%
+63.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -11.5% | +2.0% | -13.5% | -11.6% |
| 30D | -13.1% | -0.4% | -12.7% | -13.0% |
| 3M | +18.1% | -7.7% | +25.8% | +18.5% |
| 6M | +13.3% | +20.0% | -6.7% | +10.7% |
| YTD | -3.2% | +61.1% | -64.3% | -10.0% |
| 1Y | +26.1% | +33.9% | -7.7% | +23.5% |
| All | +154.8% | +91.2% | +63.6% | +127.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling