+55.8%
DOCS vs EXE
+4.7%
+51.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -4.1% |
| 7D | -1.3% | -5.6% | +4.3% | -0.8% |
| 30D | +19.4% | -3.3% | +22.7% | +19.6% |
| 3M | +53.4% | -5.5% | +58.9% | +53.9% |
| 6M | +28.8% | -13.4% | +42.2% | +30.6% |
| YTD | -25.1% | -21.3% | -3.8% | -23.0% |
| 1Y | -48.1% | -20.7% | -27.4% | -46.8% |
| All | +55.8% | +4.7% | +51.0% | +52.1% |
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