-5.7%
DT vs EXEL
+92.4%
-98.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.4% |
| 7D | -25.5% | +9.8% | -35.3% | -24.5% |
| 30D | -22.3% | +23.6% | -45.9% | -20.2% |
| 3M | +2.3% | +29.9% | -27.6% | +5.8% |
| 6M | +20.7% | +64.7% | -44.0% | +30.0% |
| YTD | +7.9% | +66.0% | -58.0% | +16.0% |
| 1Y | -5.7% | +92.0% | -97.7% | +6.8% |
| All | -5.7% | +92.4% | -98.2% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling