+30.2%
EXC vs DOCN
+182.8%
-152.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.9% | +16.5% | +0.1% |
| 7D | +1.4% | -29.3% | +30.6% | +0.2% |
| 30D | +11.6% | -46.0% | +57.7% | +9.6% |
| 3M | +2.7% | -43.2% | +45.8% | +1.1% |
| 6M | +2.7% | -53.7% | +56.4% | +0.8% |
| YTD | +9.7% | +46.9% | -37.2% | +10.8% |
| 1Y | +4.5% | +54.3% | -49.8% | +5.7% |
| All | +30.2% | +182.8% | -152.6% | +32.7% |
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