+855.0%
EXPE vs DVA
+721.6%
+133.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.1% |
| 7D | -9.5% | +1.8% | -11.4% | -10.1% |
| 30D | -6.6% | -2.5% | -4.1% | -5.9% |
| 3M | +31.4% | -4.3% | +35.6% | +32.0% |
| 6M | +35.2% | +18.9% | +16.3% | +24.1% |
| YTD | +5.8% | +61.9% | -56.1% | -15.4% |
| 1Y | +38.7% | +35.7% | +2.9% | +18.4% |
| 3Y | +175.8% | +78.6% | +97.1% | +104.2% |
| 5Y | +111.8% | +39.2% | +72.6% | +66.3% |
| 10Y | +179.7% | +184.0% | -4.3% | +54.6% |
| All | +855.0% | +721.6% | +133.4% | +229.0% |
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