+178.5%
EXE vs DG
-29.2%
+207.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.2% |
| 7D | -0.3% | +8.4% | -8.7% | -0.5% |
| 30D | +8.5% | +4.9% | +3.5% | +8.3% |
| 3M | +5.5% | +29.3% | -23.9% | +4.6% |
| 6M | -5.9% | -11.3% | +5.4% | -5.5% |
| YTD | -9.7% | +1.8% | -11.5% | -9.8% |
| 1Y | +3.6% | +25.3% | -21.8% | +2.5% |
| 3Y | +18.0% | +9.1% | +8.9% | +17.6% |
| 5Y | +109.4% | -34.9% | +144.3% | +122.5% |
| All | +178.5% | -29.2% | +207.7% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling