-47.3%
DOCS vs EXEL
+92.4%
-139.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.3% |
| 7D | +1.2% | +9.8% | -8.5% | +0.3% |
| 30D | +21.3% | +23.6% | -2.3% | +18.9% |
| 3M | +58.4% | +29.9% | +28.5% | +53.5% |
| 6M | +39.3% | +64.7% | -25.4% | +39.1% |
| YTD | -21.7% | +66.0% | -87.7% | -21.3% |
| 1Y | -47.3% | +92.0% | -139.3% | -48.4% |
| All | -47.3% | +92.4% | -139.7% | -48.4% |
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