+250.2%
DOCN vs EXEL
+59.2%
+190.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +1.1% | +8.4% | -7.2% | -2.1% |
| 30D | -9.6% | +4.1% | -13.7% | -11.2% |
| 3M | -37.7% | +12.4% | -50.1% | -41.0% |
| 6M | +115.2% | +41.5% | +73.7% | +82.7% |
| YTD | +133.7% | +34.6% | +99.1% | +101.4% |
| 1Y | +250.2% | +57.9% | +192.3% | +182.4% |
| All | +250.2% | +59.2% | +190.9% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling