+66.4%
DOCN vs EXE
+157.0%
-90.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.3% | -13.6% | -15.3% |
| 7D | -29.3% | -5.6% | -23.6% | -28.3% |
| 30D | -46.0% | -3.3% | -42.8% | -45.6% |
| 3M | -43.2% | -5.5% | -37.7% | -42.6% |
| 6M | -53.7% | -13.4% | -40.3% | -52.4% |
| YTD | +46.9% | -21.3% | +68.2% | +53.4% |
| 1Y | +54.3% | -20.7% | +75.0% | +60.7% |
| 3Y | +185.5% | +3.9% | +181.6% | +175.5% |
| 5Y | -31.1% | +63.7% | -94.8% | -38.6% |
| All | +66.4% | +157.0% | -90.6% | +39.2% |
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