+72.3%
EXE vs DG
-32.2%
+104.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | -2.2% | +5.2% | -7.4% | -2.3% |
| 30D | -0.3% | +7.9% | -8.2% | -0.5% |
| 3M | -9.3% | +12.7% | -22.0% | -9.6% |
| 6M | -7.2% | +22.4% | -29.7% | -7.9% |
| YTD | -18.9% | +5.4% | -24.3% | -19.1% |
| 1Y | -21.7% | +39.4% | -61.1% | -22.8% |
| 3Y | +21.0% | +24.1% | -3.1% | +18.9% |
| All | +72.3% | -32.2% | +104.5% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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