-22.2%
DOC vs EXEL
+262.4%
-284.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.3% | +0.7% |
| 7D | +6.2% | +3.8% | +2.4% | +5.5% |
| 30D | +6.5% | +17.8% | -11.3% | +3.6% |
| 3M | -6.2% | +21.2% | -27.4% | -9.3% |
| 6M | +25.6% | +54.7% | -29.1% | +16.7% |
| YTD | +32.1% | +56.8% | -24.7% | +22.2% |
| 1Y | +20.3% | +70.2% | -49.9% | +9.8% |
| 3Y | +42.7% | +227.2% | -184.5% | +12.7% |
| 5Y | -22.2% | +254.9% | -277.1% | -40.8% |
| All | -22.2% | +262.4% | -284.5% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling