-32.9%
DOCN vs EXE
+64.7%
-97.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.6% | +6.4% | +7.6% |
| 7D | -12.8% | -3.9% | -8.9% | -11.8% |
| 30D | -41.9% | -2.6% | -39.4% | -41.5% |
| 3M | -36.9% | -6.9% | -30.1% | -35.9% |
| 6M | -52.2% | -9.3% | -42.9% | -51.2% |
| YTD | +62.7% | -20.7% | +83.5% | +70.8% |
| 1Y | +58.2% | -21.8% | +80.1% | +66.5% |
| 3Y | +219.5% | +16.2% | +203.3% | +195.8% |
| 5Y | -32.9% | +61.1% | -94.0% | -46.6% |
| All | -32.9% | +64.7% | -97.6% | -46.6% |
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