-34.6%
DOW vs EXEL
+160.6%
-195.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | -2.9% | +1.4% | -4.3% | -3.1% |
| 30D | +2.0% | +6.7% | -4.7% | +1.2% |
| 3M | -12.5% | +11.5% | -24.0% | -13.9% |
| 6M | -9.2% | +38.8% | -48.0% | -13.6% |
| YTD | +30.8% | +31.6% | -0.8% | +25.2% |
| 1Y | +29.4% | +53.0% | -23.6% | +20.6% |
| 3Y | -34.6% | +160.8% | -195.4% | -42.9% |
| All | -34.6% | +160.6% | -195.2% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling