+5,596.2%
DE vs EXEL
+254.9%
+5,341.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | -2.6% | -4.9% | +2.3% | -2.0% |
| 30D | +9.0% | +11.4% | -2.4% | +7.6% |
| 3M | +19.1% | +4.9% | +14.2% | +18.3% |
| 6M | +14.4% | +34.4% | -20.0% | +10.2% |
| YTD | +45.9% | +28.0% | +17.9% | +41.2% |
| 1Y | +43.6% | +43.6% | 0.0% | +36.7% |
| 3Y | +75.9% | +155.2% | -79.3% | +54.4% |
| 5Y | +98.8% | +181.2% | -82.4% | +70.7% |
| 10Y | +861.4% | +368.4% | +493.0% | +637.6% |
| All | +5,596.2% | +254.9% | +5,341.2% | +3,320.0% |
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