+134.2%
DTE vs EXEL
+375.2%
-241.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.1% |
| 7D | -2.6% | -4.9% | +2.3% | -2.2% |
| 30D | -4.4% | +11.4% | -15.8% | -5.2% |
| 3M | -8.3% | +4.9% | -13.2% | -8.7% |
| 6M | -8.1% | +34.4% | -42.5% | -10.3% |
| YTD | +4.4% | +28.0% | -23.6% | +2.2% |
| 1Y | +0.2% | +43.6% | -43.5% | -3.0% |
| 3Y | +42.6% | +155.2% | -112.6% | +31.2% |
| 5Y | +31.5% | +181.2% | -149.7% | +19.2% |
| All | +134.2% | +375.2% | -241.0% | +115.8% |
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