+99.4%
DE vs EXEL
+192.6%
-93.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.3% |
| 7D | -2.4% | -2.9% | +0.5% | -2.1% |
| 30D | +9.7% | +11.9% | -2.2% | +8.4% |
| 3M | +21.4% | +9.2% | +12.1% | +20.0% |
| 6M | +15.0% | +39.1% | -24.1% | +10.7% |
| YTD | +46.4% | +31.0% | +15.4% | +41.5% |
| 1Y | +45.6% | +52.3% | -6.7% | +38.0% |
| 3Y | +76.8% | +159.7% | -83.0% | +52.6% |
| 5Y | +99.4% | +187.7% | -88.3% | +70.5% |
| All | +99.4% | +192.6% | -93.2% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling