-10.8%
DOW vs EXEL
+143.0%
-153.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -2.4% | +8.4% | -10.8% | -3.8% |
| 30D | +0.4% | +4.1% | -3.7% | -0.6% |
| 3M | -14.4% | +12.4% | -26.8% | -16.6% |
| 6M | -7.0% | +41.5% | -48.5% | -13.6% |
| YTD | +30.2% | +34.6% | -4.4% | +21.9% |
| 1Y | +29.2% | +57.9% | -28.7% | +16.8% |
| 3Y | -36.7% | +159.5% | -196.2% | -49.5% |
| 5Y | -37.7% | +198.5% | -236.2% | -52.9% |
| All | -10.8% | +143.0% | -153.9% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling