-4.4%
DOC vs EXEL
+400.1%
-404.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -1.5% | +8.4% | -9.9% | -2.4% |
| 30D | -4.8% | +4.1% | -8.8% | -5.3% |
| 3M | +6.9% | +12.4% | -5.5% | +5.3% |
| 6M | +20.7% | +41.5% | -20.8% | +15.7% |
| YTD | +34.1% | +34.6% | -0.5% | +29.1% |
| 1Y | +22.6% | +57.9% | -35.2% | +15.7% |
| 3Y | +20.8% | +159.5% | -138.7% | +6.0% |
| 5Y | -24.9% | +198.5% | -223.3% | -35.8% |
| All | -4.4% | +400.1% | -404.5% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling