+101.4%
EXE vs DD
+59.3%
+42.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.9% |
| 7D | -2.7% | -3.8% | +1.1% | -1.6% |
| 30D | -0.4% | -9.2% | +8.9% | +2.4% |
| 3M | +9.5% | -9.0% | +18.5% | +12.1% |
| 6M | -9.3% | -5.0% | -4.4% | -9.2% |
| YTD | -10.9% | +7.4% | -18.3% | -15.2% |
| 1Y | +4.3% | +35.1% | -30.8% | -9.1% |
| 3Y | +18.8% | +43.2% | -24.4% | -2.4% |
| 5Y | +101.4% | +59.6% | +41.8% | +45.8% |
| All | +101.4% | +59.3% | +42.1% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling