+215.6%
DOCN vs EXEL
+236.1%
-20.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | -12.1% | -2.4% | -9.7% | -11.4% |
| 30D | -41.0% | +17.9% | -58.9% | -43.2% |
| 3M | -38.7% | +33.3% | -72.0% | -42.8% |
| 6M | -51.5% | +46.6% | -98.1% | -56.0% |
| YTD | +65.3% | +61.0% | +4.2% | +46.2% |
| 1Y | +53.9% | +70.4% | -16.5% | +34.4% |
| 3Y | +215.6% | +236.1% | -20.5% | +183.3% |
| All | +215.6% | +236.1% | -20.5% | +183.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling