+0.4%
DOW vs EXEL
+187.6%
-187.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +3.7% | +1.6% | +2.0% | +3.3% |
| 30D | +16.3% | +17.4% | -1.1% | +13.0% |
| 3M | +9.7% | +38.6% | -28.9% | +3.4% |
| 6M | -14.1% | +41.2% | -55.3% | -19.8% |
| YTD | +46.6% | +59.3% | -12.7% | +33.1% |
| 1Y | +56.8% | +60.2% | -3.4% | +42.0% |
| 3Y | -20.4% | +232.6% | -252.9% | -39.2% |
| 5Y | -27.4% | +285.9% | -313.3% | -47.7% |
| All | +0.4% | +187.6% | -187.2% | -32.5% |
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 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