-38.7%
DOCS vs EXEL
+211.6%
-250.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -0.8% | +0.3% | -1.0% | -0.8% |
| 30D | +17.4% | +19.0% | -1.6% | +13.4% |
| 3M | +57.4% | +33.3% | +24.1% | +48.5% |
| 6M | +26.5% | +42.9% | -16.3% | +17.7% |
| YTD | -26.6% | +58.7% | -85.3% | -33.5% |
| 1Y | -48.1% | +70.5% | -118.6% | -53.8% |
| 3Y | +52.6% | +233.8% | -181.2% | +11.0% |
| 5Y | -52.1% | +259.3% | -311.4% | -66.5% |
| All | -38.7% | +211.6% | -250.2% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling