+444.0%
DD vs EXEL
+347.1%
+96.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +3.2% | -2.8% | +6.1% | +3.7% |
| 30D | +20.3% | +18.2% | +2.1% | +17.5% |
| 3M | +8.2% | +37.7% | -29.6% | +3.3% |
| 6M | +3.4% | +42.2% | -38.8% | -1.9% |
| YTD | +30.6% | +61.3% | -30.7% | +21.4% |
| 1Y | +30.6% | +64.5% | -33.8% | +21.0% |
| 3Y | +91.1% | +236.7% | -145.5% | +56.9% |
| 5Y | +68.6% | +296.3% | -227.7% | +33.6% |
| 10Y | +99.9% | +331.1% | -231.2% | +46.7% |
| All | +444.0% | +347.1% | +96.9% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling