+103.3%
DOCU vs EXEL
+230.9%
-127.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | +7.4% | +13.1% | -5.8% | +3.7% |
| 3M | +26.0% | +36.3% | -10.3% | +15.4% |
| 6M | +79.2% | +34.5% | +44.7% | +63.9% |
| YTD | +18.1% | +57.4% | -39.4% | +2.3% |
| 1Y | +20.5% | +62.9% | -42.4% | +3.2% |
| 3Y | +96.4% | +229.5% | -133.1% | +26.7% |
| 5Y | -69.5% | +281.2% | -350.7% | -81.2% |
| All | +103.3% | +230.9% | -127.7% | +16.0% |
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