+178.5%
EXE vs DOC
-6.8%
+185.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.7% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | +8.5% | -4.8% | +13.2% | +9.6% |
| 3M | +5.5% | +6.9% | -1.4% | +3.3% |
| 6M | -5.9% | +20.7% | -26.6% | -11.2% |
| YTD | -9.7% | +34.1% | -43.9% | -17.8% |
| 1Y | +3.6% | +22.6% | -19.1% | -3.1% |
| 3Y | +18.0% | +20.8% | -2.8% | +9.3% |
| 5Y | +109.4% | -24.9% | +134.3% | +130.6% |
| All | +178.5% | -6.8% | +185.3% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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