+140.6%
EXE vs DOC
-7.6%
+148.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -6.6% | +6.5% | -13.0% | -7.9% |
| 30D | -4.0% | +9.2% | -13.2% | -5.9% |
| 3M | -7.5% | -2.5% | -5.0% | -7.1% |
| 6M | -11.7% | +7.1% | -18.7% | -13.7% |
| YTD | -22.0% | +33.0% | -55.0% | -28.9% |
| 1Y | -21.8% | +23.3% | -45.1% | -27.1% |
| 3Y | +8.0% | +44.9% | -36.9% | -7.9% |
| 5Y | +62.3% | -21.6% | +83.9% | +76.8% |
| All | +140.6% | -7.6% | +148.3% | +161.2% |
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