+334.9%
COMP vs EXEL
+227.0%
+107.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.6% | -2.6% | -6.5% |
| 7D | -1.8% | +3.8% | -5.6% | -2.8% |
| 30D | -0.8% | +17.8% | -18.5% | -5.2% |
| 3M | -28.1% | +21.2% | -49.3% | -32.0% |
| 6M | +27.0% | +54.7% | -27.7% | +12.3% |
| YTD | -12.8% | +56.8% | -69.5% | -23.5% |
| 1Y | +4.9% | +70.2% | -65.3% | -9.8% |
| All | +334.9% | +227.0% | +107.9% | +206.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling