-28.3%
DOW vs EXEL
+286.3%
-314.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -0.5% | -2.8% | +2.3% | -0.2% |
| 30D | +15.7% | +18.2% | -2.5% | +13.4% |
| 3M | +5.3% | +37.7% | -32.4% | +1.3% |
| 6M | -14.2% | +42.2% | -56.4% | -18.2% |
| YTD | +43.9% | +61.3% | -17.4% | +34.4% |
| 1Y | +53.1% | +64.5% | -11.4% | +42.3% |
| 3Y | -21.8% | +236.7% | -258.5% | -34.7% |
| 5Y | -28.3% | +296.3% | -324.6% | -41.5% |
| All | -28.3% | +286.3% | -314.7% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling