+87.8%
DT vs EXEL
+218.4%
-130.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +3.1% | -0.8% | +4.0% | +3.3% |
| 30D | -29.5% | +13.1% | -42.7% | -31.8% |
| 3M | -11.7% | +36.3% | -48.1% | -18.5% |
| 6M | +29.0% | +34.5% | -5.5% | +19.1% |
| YTD | +3.4% | +57.4% | -54.1% | -9.3% |
| 1Y | -4.2% | +62.9% | -67.2% | -16.9% |
| 3Y | -12.8% | +229.5% | -242.4% | -42.0% |
| 5Y | -39.6% | +281.2% | -320.8% | -62.5% |
| All | +87.8% | +218.4% | -130.6% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling