-50.3%
DOCS vs EXEL
+164.3%
-214.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.4% | +8.4% | -9.8% | -3.0% |
| 30D | +21.8% | +4.1% | +17.7% | +20.8% |
| 3M | +27.3% | +12.4% | +14.9% | +24.4% |
| 6M | -0.3% | +41.5% | -41.9% | -7.3% |
| YTD | -40.5% | +34.6% | -75.1% | -44.3% |
| 1Y | -61.5% | +57.9% | -119.4% | -65.5% |
| 3Y | +8.2% | +159.5% | -151.3% | -16.7% |
| 5Y | -73.4% | +198.5% | -271.9% | -80.8% |
| All | -50.3% | +164.3% | -214.5% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling