+7.2%
DG vs EXEL
+160.6%
-153.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.8% |
| 7D | -2.5% | +1.4% | -3.8% | -2.5% |
| 30D | +1.0% | +6.7% | -5.6% | +0.6% |
| 3M | +20.3% | +11.5% | +8.9% | +19.4% |
| 6M | -11.7% | +38.8% | -50.5% | -13.8% |
| YTD | -2.3% | +31.6% | -33.9% | -4.3% |
| 1Y | +20.0% | +53.0% | -33.0% | +16.9% |
| 3Y | +7.2% | +160.8% | -153.6% | -2.7% |
| All | +7.2% | +160.6% | -153.4% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling