+112.2%
DT vs EXEL
+169.2%
-57.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +0.1% | +10.1% | -10.1% | -2.4% |
| 3M | +24.1% | +10.1% | +14.0% | +20.9% |
| 6M | +30.1% | +37.7% | -7.6% | +18.6% |
| YTD | +16.8% | +33.1% | -16.3% | +7.0% |
| 1Y | -0.1% | +52.4% | -52.5% | -12.7% |
| 3Y | +6.8% | +163.8% | -157.0% | -24.7% |
| 5Y | -28.4% | +198.5% | -226.9% | -52.8% |
| All | +112.2% | +169.2% | -57.0% | +31.1% |
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