+44.3%
DOC vs EXEL
+246.3%
-202.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +8.7% | +9.8% | -1.0% | +7.3% |
| 30D | +7.6% | +23.6% | -16.0% | +4.4% |
| 3M | -5.3% | +29.9% | -35.2% | -8.8% |
| 6M | +27.6% | +64.7% | -37.1% | +18.8% |
| YTD | +32.4% | +66.0% | -33.6% | +23.0% |
| 1Y | +22.9% | +92.0% | -69.1% | +12.3% |
| All | +44.3% | +246.3% | -202.0% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling