+73.2%
EXC vs DOCN
+171.0%
-97.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.1% |
| 7D | +0.3% | +1.1% | -0.8% | +0.3% |
| 30D | -3.7% | -9.6% | +5.9% | -3.7% |
| 3M | -1.3% | -37.7% | +36.4% | -1.0% |
| 6M | -9.7% | +115.2% | -124.9% | -11.3% |
| YTD | +2.9% | +133.7% | -130.8% | +0.9% |
| 1Y | +4.4% | +250.2% | -245.8% | +1.4% |
| 3Y | +22.2% | +320.3% | -298.1% | +16.6% |
| 5Y | +46.7% | +53.1% | -6.4% | +41.1% |
| All | +73.2% | +171.0% | -97.9% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling