-32.3%
DG vs EXEL
+286.3%
-318.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.0% | -2.8% | -0.1% | -2.6% |
| 30D | +8.6% | +18.2% | -9.6% | +6.5% |
| 3M | +15.0% | +37.7% | -22.7% | +10.9% |
| 6M | +32.7% | +42.2% | -9.5% | +27.2% |
| YTD | +5.5% | +61.3% | -55.8% | -0.5% |
| 1Y | +34.6% | +64.5% | -29.9% | +26.6% |
| 3Y | +24.2% | +236.7% | -212.4% | +2.4% |
| 5Y | -32.3% | +296.3% | -328.6% | -46.0% |
| All | -32.3% | +286.3% | -318.6% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling