-18.9%
EXE vs D
+23.9%
-42.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.4% | -3.6% |
| 7D | -4.7% | +8.5% | -13.2% | -6.1% |
| 30D | +1.0% | +14.3% | -13.3% | -1.6% |
| 3M | -5.6% | +1.8% | -7.4% | -5.8% |
| 6M | -12.3% | +13.0% | -25.4% | -14.4% |
| YTD | -19.5% | +22.7% | -42.2% | -21.4% |
| 1Y | -18.9% | +22.6% | -41.5% | -20.7% |
| All | -18.9% | +23.9% | -42.8% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling