+178.5%
EXE vs DD
+57.1%
+121.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -0.3% | -3.5% | +3.3% | +0.8% |
| 30D | +8.5% | -10.3% | +18.8% | +11.9% |
| 3M | +5.5% | -7.5% | +13.0% | +7.6% |
| 6M | -5.9% | -8.0% | +2.1% | -4.6% |
| YTD | -9.7% | +10.5% | -20.2% | -14.9% |
| 1Y | +3.6% | +38.3% | -34.7% | -10.7% |
| 3Y | +18.0% | +42.5% | -24.5% | -2.7% |
| 5Y | +109.4% | +60.2% | +49.3% | +54.5% |
| All | +178.5% | +57.1% | +121.3% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling