-10.2%
DOW vs EXEL
+136.5%
-146.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.1% |
| 7D | -2.4% | -2.9% | +0.5% | -1.9% |
| 30D | -4.1% | +11.9% | -16.0% | -6.1% |
| 3M | -12.4% | +9.2% | -21.7% | -14.2% |
| 6M | -10.6% | +39.1% | -49.7% | -16.8% |
| YTD | +31.1% | +31.0% | +0.1% | +23.2% |
| 1Y | +30.5% | +52.3% | -21.8% | +18.8% |
| 3Y | -34.4% | +159.7% | -194.1% | -47.7% |
| 5Y | -35.5% | +187.7% | -223.2% | -50.9% |
| All | -10.2% | +136.5% | -146.7% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling