+97.7%
DOCN vs EXE
+162.9%
-65.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.9% | -4.2% | -6.5% |
| 7D | -20.0% | -4.7% | -15.4% | -19.2% |
| 30D | -38.8% | +1.0% | -39.8% | -38.9% |
| 3M | -34.8% | -5.6% | -29.2% | -34.2% |
| 6M | -22.8% | -12.3% | -10.5% | -20.9% |
| YTD | +74.6% | -19.5% | +94.1% | +81.2% |
| 1Y | +116.4% | -18.9% | +135.3% | +123.9% |
| 3Y | +239.3% | +6.3% | +233.0% | +225.5% |
| 5Y | -20.2% | +68.0% | -88.3% | -29.3% |
| All | +97.7% | +162.9% | -65.2% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling