+51.9%
DOW vs EXEL
+92.4%
-40.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.2% |
| 7D | -4.2% | +9.8% | -14.0% | -3.7% |
| 30D | +14.7% | +23.6% | -8.9% | +16.2% |
| 3M | +9.1% | +29.9% | -20.8% | +11.1% |
| 6M | -17.7% | +64.7% | -82.4% | -15.3% |
| YTD | +44.6% | +66.0% | -21.4% | +47.6% |
| 1Y | +51.9% | +92.0% | -40.1% | +54.0% |
| All | +51.9% | +92.4% | -40.5% | +54.0% |
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 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