+203.9%
DOCN vs EXE
+3.8%
+200.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | -19.2% | -6.6% | -12.6% | -17.9% |
| 30D | -43.1% | -4.0% | -39.1% | -42.5% |
| 3M | -40.7% | -7.5% | -33.3% | -39.8% |
| 6M | -55.0% | -11.7% | -43.3% | -54.0% |
| YTD | +50.6% | -22.0% | +72.6% | +57.6% |
| 1Y | +54.0% | -21.8% | +75.7% | +60.6% |
| 3Y | +203.9% | +8.0% | +195.9% | +177.7% |
| All | +203.9% | +3.8% | +200.1% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling