+164.6%
DOCN vs EXE
+194.8%
-30.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -9.6% | +8.5% | -18.1% | -11.4% |
| 3M | -37.7% | +5.5% | -43.1% | -38.5% |
| 6M | +115.2% | -5.9% | +121.1% | +117.0% |
| YTD | +133.7% | -9.7% | +143.4% | +136.9% |
| 1Y | +250.2% | +3.6% | +246.6% | +241.6% |
| 3Y | +320.3% | +18.0% | +302.3% | +294.4% |
| 5Y | +53.1% | +109.4% | -56.3% | +32.3% |
| All | +164.6% | +194.8% | -30.2% | +114.9% |
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