-28.1%
DT vs EXEL
+195.7%
-223.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.7% |
| 7D | -4.9% | +1.4% | -6.2% | -5.1% |
| 30D | +2.7% | +6.7% | -4.0% | +1.4% |
| 3M | +20.0% | +11.5% | +8.5% | +17.4% |
| 6M | +28.0% | +38.8% | -10.8% | +19.1% |
| YTD | +16.0% | +31.6% | -15.5% | +8.9% |
| 1Y | +0.7% | +53.0% | -52.3% | -9.5% |
| 3Y | +6.2% | +160.8% | -154.6% | -22.2% |
| 5Y | -28.1% | +190.1% | -218.2% | -53.7% |
| All | -28.1% | +195.7% | -223.9% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling