-10.9%
DT vs EXEL
+244.2%
-255.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +1.0% |
| 7D | -20.2% | +2.3% | -22.5% | -20.4% |
| 30D | -30.8% | +19.8% | -50.6% | -31.8% |
| 3M | -10.2% | +32.7% | -42.9% | -12.3% |
| 6M | +8.0% | +49.0% | -40.9% | +4.4% |
| YTD | +1.5% | +63.7% | -62.2% | -3.3% |
| 1Y | -6.9% | +75.8% | -82.7% | -12.2% |
| 3Y | -10.9% | +241.3% | -252.2% | -28.6% |
| All | -10.9% | +244.2% | -255.1% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling