+851.5%
DE vs EXEL
+375.2%
+476.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -2.6% | -4.9% | +2.3% | -1.9% |
| 30D | +9.0% | +11.4% | -2.4% | +7.4% |
| 3M | +19.1% | +4.9% | +14.2% | +18.1% |
| 6M | +14.4% | +34.4% | -20.0% | +9.3% |
| YTD | +45.9% | +28.0% | +17.9% | +40.2% |
| 1Y | +43.6% | +43.6% | 0.0% | +35.3% |
| 3Y | +75.9% | +155.2% | -79.3% | +49.0% |
| 5Y | +98.8% | +181.2% | -82.4% | +63.6% |
| All | +851.5% | +375.2% | +476.3% | +651.7% |
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 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