-54.2%
DOCS vs EXEL
+260.1%
-314.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.5% |
| 3M | +57.4% | +33.3% | +24.1% | +46.6% |
| 6M | +26.5% | +42.9% | -16.3% | +15.7% |
| YTD | -26.6% | +58.7% | -85.3% | -35.1% |
| 1Y | -48.1% | +70.5% | -118.6% | -55.1% |
| 3Y | +52.6% | +233.8% | -181.2% | -1.7% |
| All | -54.2% | +260.1% | -314.3% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling