+150.1%
EXE vs DAR
-28.8%
+178.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.8% |
| 7D | -2.2% | -3.8% | +1.6% | -1.2% |
| 30D | -0.3% | -14.4% | +14.1% | +3.7% |
| 3M | -9.3% | -17.9% | +8.6% | -4.9% |
| 6M | -7.2% | -18.3% | +11.1% | -2.8% |
| YTD | -18.9% | +43.2% | -62.2% | -27.3% |
| 1Y | -21.7% | +57.7% | -79.4% | -31.7% |
| 3Y | +21.0% | +22.7% | -1.7% | +7.8% |
| 5Y | +76.0% | -34.0% | +110.0% | +90.6% |
| All | +150.1% | -28.8% | +178.9% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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