+25.3%
DG vs EXEL
+59.2%
-33.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +8.4% | +8.4% | 0.0% | +7.3% |
| 30D | +4.9% | +4.1% | +0.9% | +4.3% |
| 3M | +29.3% | +12.4% | +16.9% | +27.0% |
| 6M | -11.3% | +41.5% | -52.8% | -16.0% |
| YTD | +1.8% | +34.6% | -32.9% | -2.9% |
| 1Y | +25.3% | +57.9% | -32.5% | +18.4% |
| All | +25.3% | +59.2% | -33.9% | +18.4% |
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