+95.5%
DOCU vs EXEL
+238.5%
-143.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -3.4% | -2.4% | -1.0% | -2.8% |
| 30D | +9.3% | +17.9% | -8.7% | +4.4% |
| 3M | +30.2% | +33.3% | -3.1% | +20.1% |
| 6M | +62.1% | +46.6% | +15.6% | +44.7% |
| YTD | +13.5% | +61.0% | -47.5% | -2.2% |
| 1Y | +11.5% | +70.4% | -58.9% | -5.7% |
| 3Y | +89.5% | +236.1% | -146.6% | +21.6% |
| 5Y | -69.6% | +284.8% | -354.5% | -81.4% |
| All | +95.5% | +238.5% | -143.0% | +10.9% |
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