+87.1%
DOCN vs EXE
+164.8%
-77.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.0% |
| 7D | -12.1% | -2.2% | -9.9% | -11.6% |
| 30D | -41.0% | -0.3% | -40.7% | -40.9% |
| 3M | -38.7% | -9.3% | -29.4% | -37.5% |
| 6M | -51.5% | -7.2% | -44.3% | -50.8% |
| YTD | +65.3% | -18.9% | +84.2% | +71.4% |
| 1Y | +53.9% | -21.7% | +75.6% | +60.8% |
| 3Y | +215.6% | +21.0% | +194.6% | +194.6% |
| 5Y | -26.2% | +76.0% | -102.1% | -34.8% |
| All | +87.1% | +164.8% | -77.7% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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