+1.2%
EXE vs DD
+34.9%
-33.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -3.1% | -3.5% | +0.3% | -3.3% |
| 30D | -0.9% | -11.7% | +10.7% | -1.3% |
| 3M | +9.6% | -9.2% | +18.8% | +9.1% |
| 6M | -11.6% | -7.2% | -4.4% | -12.1% |
| YTD | -12.6% | +6.6% | -19.2% | -15.6% |
| 1Y | +1.2% | +32.0% | -30.8% | -6.7% |
| All | +1.2% | +34.9% | -33.7% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling