+95.3%
DOCU vs EXEL
+227.0%
-131.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -1.5% |
| 7D | -3.2% | +3.8% | -7.0% | -3.5% |
| 30D | +15.7% | +17.8% | -2.1% | +14.4% |
| 3M | +37.3% | +21.2% | +16.1% | +35.3% |
| 6M | +63.1% | +54.7% | +8.4% | +57.5% |
| YTD | +15.4% | +56.8% | -41.4% | +11.0% |
| 1Y | +11.3% | +70.2% | -58.9% | +6.2% |
| All | +95.3% | +227.0% | -131.7% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling