+99.4%
DD vs EXEL
+325.9%
-226.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +6.7% | +1.6% | +5.1% | +6.5% |
| 30D | +19.4% | +17.4% | +2.1% | +16.3% |
| 3M | +7.6% | +38.6% | -31.0% | +1.8% |
| 6M | +2.9% | +41.2% | -38.3% | -3.2% |
| YTD | +29.9% | +59.3% | -29.5% | +19.3% |
| 1Y | +28.6% | +60.2% | -31.6% | +18.0% |
| 3Y | +90.0% | +232.6% | -142.6% | +49.9% |
| 5Y | +68.1% | +285.9% | -217.7% | +26.9% |
| All | +99.4% | +325.9% | -226.4% | +44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling