+95.6%
DG vs EXEL
+386.3%
-290.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.1% |
| 7D | -6.3% | -2.9% | -3.4% | -6.0% |
| 30D | +2.4% | +11.9% | -9.5% | +1.2% |
| 3M | +12.4% | +9.2% | +3.2% | +11.3% |
| 6M | -14.9% | +39.1% | -54.0% | -18.1% |
| YTD | -6.1% | +31.0% | -37.1% | -9.0% |
| 1Y | +17.9% | +52.3% | -34.5% | +12.2% |
| 3Y | +3.1% | +159.7% | -156.6% | -9.0% |
| 5Y | -38.7% | +187.7% | -226.4% | -47.0% |
| All | +95.6% | +386.3% | -290.6% | +52.1% |
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