+175.5%
EXE vs DD
+52.0%
+123.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | -2.2% | -2.9% | +0.7% | -1.3% |
| 30D | -0.8% | -11.5% | +10.7% | +2.8% |
| 3M | +10.0% | -5.4% | +15.4% | +11.4% |
| 6M | -6.3% | -6.9% | +0.6% | -5.5% |
| YTD | -10.7% | +6.9% | -17.6% | -14.9% |
| 1Y | +2.7% | +35.6% | -33.0% | -11.0% |
| 3Y | +19.1% | +42.5% | -23.4% | -2.6% |
| 5Y | +105.4% | +58.5% | +47.0% | +51.4% |
| All | +175.5% | +52.0% | +123.5% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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