+196.4%
DOCN vs EXEL
+227.0%
-30.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.6% | -10.3% | -14.5% |
| 7D | -29.3% | +3.8% | -33.1% | -29.8% |
| 30D | -46.0% | +17.8% | -63.8% | -48.0% |
| 3M | -43.2% | +21.2% | -64.4% | -45.9% |
| 6M | -53.7% | +54.7% | -108.4% | -58.6% |
| YTD | +46.9% | +56.8% | -9.8% | +30.6% |
| 1Y | +54.3% | +70.2% | -15.9% | +34.6% |
| All | +196.4% | +227.0% | -30.6% | +155.1% |
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