+35.8%
DOCS vs EXE
+19.4%
+16.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.6% |
| 7D | -0.6% | -2.2% | +1.7% | -0.4% |
| 30D | +6.3% | -0.3% | +6.6% | +6.2% |
| 3M | +26.5% | -9.3% | +35.8% | +27.7% |
| 6M | +24.8% | -7.2% | +32.0% | +25.5% |
| YTD | -26.8% | -18.9% | -7.9% | -24.8% |
| 1Y | -38.3% | -21.7% | -16.6% | -36.2% |
| All | +35.8% | +19.4% | +16.4% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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