+84.6%
EXC vs DOCN
+70.4%
+14.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.9% | +16.5% | +0.6% |
| 7D | +1.4% | -29.3% | +30.6% | +1.4% |
| 30D | +11.6% | -46.0% | +57.7% | +11.8% |
| 3M | +2.7% | -43.2% | +45.8% | +2.8% |
| 6M | +2.7% | -53.7% | +56.4% | +2.9% |
| YTD | +9.7% | +46.9% | -37.2% | +7.7% |
| 1Y | +4.5% | +54.3% | -49.8% | +2.4% |
| 3Y | +28.5% | +185.5% | -157.1% | +22.4% |
| 5Y | +43.9% | -31.1% | +75.0% | +37.3% |
| All | +84.6% | +70.4% | +14.3% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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