-35.9%
DOW vs EXEL
+194.6%
-230.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -6.0% | -0.3% | -5.7% | -6.0% |
| 30D | -2.7% | +10.1% | -12.9% | -3.9% |
| 3M | -10.5% | +10.1% | -20.5% | -11.8% |
| 6M | -12.4% | +37.7% | -50.1% | -16.7% |
| YTD | +30.0% | +33.1% | -3.1% | +24.2% |
| 1Y | +27.8% | +52.4% | -24.6% | +19.2% |
| 3Y | -34.9% | +163.8% | -198.8% | -44.2% |
| 5Y | -35.9% | +198.5% | -234.4% | -48.6% |
| All | -35.9% | +194.6% | -230.5% | -48.6% |
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