+44.7%
DG vs EXEL
+92.4%
-47.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.4% |
| 7D | +12.3% | +9.8% | +2.5% | +10.3% |
| 30D | +19.3% | +23.6% | -4.3% | +14.7% |
| 3M | +11.9% | +29.9% | -18.1% | +6.5% |
| 6M | +25.0% | +64.7% | -39.7% | +13.6% |
| YTD | +8.7% | +66.0% | -57.3% | -1.8% |
| 1Y | +44.7% | +92.0% | -47.3% | +24.9% |
| All | +44.7% | +92.4% | -47.7% | +24.9% |
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