+174.8%
EXE vs DGX
+113.1%
+61.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | -0.4% | -0.9% | +0.5% | -0.3% |
| 3M | +9.5% | +15.6% | -6.1% | +7.6% |
| 6M | -9.3% | +17.8% | -27.1% | -11.2% |
| YTD | -10.9% | +37.5% | -48.4% | -14.9% |
| 1Y | +4.3% | +31.2% | -26.9% | +0.3% |
| 3Y | +18.8% | +96.6% | -77.8% | +7.2% |
| 5Y | +101.4% | +64.9% | +36.5% | +78.5% |
| All | +174.8% | +113.1% | +61.7% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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