-71.7%
DOCU vs EXEL
+260.1%
-331.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -2.0% |
| 7D | -5.5% | +0.3% | -5.8% | -5.7% |
| 30D | +12.6% | +19.0% | -6.4% | +7.3% |
| 3M | +36.4% | +33.3% | +3.1% | +25.5% |
| 6M | +66.8% | +42.9% | +23.9% | +49.2% |
| YTD | +13.5% | +58.7% | -45.3% | -2.7% |
| 1Y | +11.3% | +70.5% | -59.2% | -7.0% |
| 3Y | +92.1% | +233.8% | -141.8% | +4.8% |
| All | -71.7% | +260.1% | -331.8% | -85.5% |
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