+51.5%
DOCN vs EXEL
+74.8%
-23.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.1% | +4.9% | +7.0% |
| 7D | -12.8% | +2.3% | -15.1% | -13.0% |
| 30D | -41.9% | +19.8% | -61.8% | -44.5% |
| 3M | -36.9% | +32.7% | -69.6% | -41.9% |
| 6M | -52.2% | +49.0% | -101.2% | -58.3% |
| YTD | +62.7% | +63.7% | -1.0% | +34.6% |
| All | +51.5% | +74.8% | -23.3% | +26.3% |
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