+1,538.7%
DTE vs EXEL
+264.7%
+1,274.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.0% |
| 7D | +0.9% | +1.4% | -0.5% | +0.8% |
| 30D | -1.9% | +6.7% | -8.5% | -2.3% |
| 3M | -3.3% | +11.5% | -14.8% | -4.1% |
| 6M | -7.1% | +38.8% | -45.9% | -9.2% |
| YTD | +8.1% | +31.6% | -23.5% | +6.0% |
| 1Y | +5.3% | +53.0% | -47.7% | +2.1% |
| 3Y | +48.2% | +160.8% | -112.7% | +38.0% |
| 5Y | +33.2% | +190.1% | -156.9% | +22.5% |
| 10Y | +137.5% | +367.0% | -229.5% | +104.9% |
| All | +1,538.7% | +264.7% | +1,274.0% | +1,101.7% |
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 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