+117.6%
DT vs EXEL
+172.3%
-54.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.3% | +8.4% | -11.7% | -5.2% |
| 30D | +2.0% | +4.1% | -2.0% | +0.9% |
| 3M | +20.0% | +12.4% | +7.6% | +16.3% |
| 6M | +39.3% | +41.5% | -2.3% | +26.0% |
| YTD | +19.8% | +34.6% | -14.9% | +9.4% |
| 1Y | +4.3% | +57.9% | -53.6% | -9.7% |
| 3Y | +7.7% | +159.5% | -151.8% | -23.7% |
| 5Y | -26.8% | +198.5% | -225.3% | -51.7% |
| All | +117.6% | +172.3% | -54.7% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling