-27.5%
DOCN vs EXE
+76.7%
-104.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.4% |
| 7D | +19.1% | +5.3% | +13.8% | +17.6% |
| 30D | -21.0% | -2.2% | -18.8% | -20.5% |
| 3M | -34.7% | -5.9% | -28.9% | -33.8% |
| 6M | -45.8% | -5.7% | -40.1% | -45.2% |
| YTD | +79.4% | -17.8% | +97.2% | +86.3% |
| 1Y | +91.0% | -23.1% | +114.1% | +102.1% |
| 3Y | +237.5% | +21.2% | +216.3% | +209.9% |
| All | -27.5% | +76.7% | -104.2% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling