+803.9%
D vs EXEL
+273.2%
+530.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.5% | +8.4% | -6.9% | +1.0% |
| 30D | -2.6% | +4.1% | -6.7% | -2.8% |
| 3M | 0.0% | +12.4% | -12.4% | -0.7% |
| 6M | +7.4% | +41.5% | -34.2% | +5.1% |
| YTD | +15.9% | +34.6% | -18.8% | +13.7% |
| 1Y | +18.1% | +57.9% | -39.7% | +14.7% |
| 3Y | +58.4% | +159.5% | -101.1% | +48.8% |
| 5Y | +5.2% | +198.5% | -193.3% | -2.4% |
| 10Y | +35.9% | +411.4% | -375.5% | +19.1% |
| All | +803.9% | +273.2% | +530.8% | +596.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling