+29.2%
DOW vs EXEL
+59.2%
-30.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -2.4% | +8.4% | -10.8% | -2.9% |
| 30D | +0.4% | +4.1% | -3.7% | +0.2% |
| 3M | -14.4% | +12.4% | -26.8% | -15.6% |
| 6M | -7.0% | +41.5% | -48.5% | -12.6% |
| YTD | +30.2% | +34.6% | -4.4% | +23.4% |
| 1Y | +29.2% | +57.9% | -28.7% | +8.8% |
| All | +29.2% | +59.2% | -30.0% | +8.8% |
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