+10.8%
O vs EXEL
+59.2%
-48.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.7% | +8.4% | -9.1% | -1.0% |
| 30D | -1.9% | +4.1% | -6.0% | -2.0% |
| 3M | +3.8% | +12.4% | -8.6% | +3.6% |
| 6M | -4.7% | +41.5% | -46.3% | -4.9% |
| YTD | +12.5% | +34.6% | -22.2% | +12.2% |
| 1Y | +10.8% | +57.9% | -47.0% | +9.9% |
| All | +10.8% | +59.2% | -48.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling