+103.1%
DOCN vs EXEL
+202.9%
-99.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.8% |
| 7D | +19.1% | -0.8% | +19.9% | +19.4% |
| 30D | -21.0% | +13.1% | -34.2% | -23.8% |
| 3M | -34.7% | +36.3% | -71.1% | -40.8% |
| 6M | -45.8% | +34.5% | -80.3% | -50.8% |
| YTD | +79.4% | +57.4% | +22.0% | +54.5% |
| 1Y | +91.0% | +62.9% | +28.1% | +62.6% |
| 3Y | +237.5% | +229.5% | +7.9% | +122.7% |
| 5Y | -30.4% | +281.2% | -311.6% | -55.6% |
| All | +103.1% | +202.9% | -99.8% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling