+28.6%
DD vs EXEL
+62.5%
-33.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +6.7% | +1.6% | +5.1% | +6.4% |
| 30D | +19.4% | +17.4% | +2.1% | +16.5% |
| 3M | +7.6% | +38.6% | -31.0% | +1.9% |
| 6M | +2.9% | +41.2% | -38.3% | -3.0% |
| YTD | +29.9% | +59.3% | -29.5% | +18.7% |
| 1Y | +28.6% | +60.2% | -31.6% | +17.2% |
| All | +28.6% | +62.5% | -33.9% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling