+29.4%
EXC vs DOCN
+236.1%
-206.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.2% | +8.8% | +1.4% |
| 7D | +3.3% | -20.0% | +23.3% | +2.5% |
| 30D | +13.3% | -38.8% | +52.1% | +11.7% |
| 3M | +1.8% | -34.8% | +36.6% | +0.7% |
| 6M | +1.1% | -22.8% | +23.9% | +0.6% |
| YTD | +9.0% | +74.6% | -65.6% | +10.7% |
| 1Y | +3.4% | +116.4% | -113.1% | +5.5% |
| All | +29.4% | +236.1% | -206.7% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling