+594.0%
DG vs EXEL
+868.7%
-274.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -2.0% |
| 7D | -2.5% | +1.6% | -4.1% | -2.6% |
| 30D | +7.7% | +17.4% | -9.7% | +6.5% |
| 3M | +13.1% | +38.6% | -25.5% | +10.6% |
| 6M | +32.0% | +41.2% | -9.2% | +28.8% |
| YTD | +3.3% | +59.3% | -56.0% | -0.2% |
| 1Y | +31.7% | +60.2% | -28.6% | +27.2% |
| 3Y | +21.7% | +232.6% | -210.9% | +10.8% |
| 5Y | -34.7% | +285.9% | -320.6% | -41.5% |
| 10Y | +106.7% | +325.9% | -219.1% | +79.5% |
| All | +594.0% | +868.7% | -274.6% | +413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling