+56.8%
DOW vs EXEL
+62.5%
-5.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.8% |
| 7D | +3.7% | +1.6% | +2.0% | +3.7% |
| 30D | +16.3% | +17.4% | -1.1% | +17.6% |
| 3M | +9.7% | +38.6% | -28.9% | +12.6% |
| 6M | -14.1% | +41.2% | -55.3% | -12.2% |
| YTD | +46.6% | +59.3% | -12.7% | +49.3% |
| 1Y | +56.8% | +60.2% | -3.4% | +59.8% |
| All | +56.8% | +62.5% | -5.7% | +59.8% |
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