+63.7%
EXE vs DOC
-22.1%
+85.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -5.6% | +6.2% | -11.9% | -7.0% |
| 30D | -3.3% | +6.5% | -9.7% | -4.8% |
| 3M | -5.5% | -6.2% | +0.8% | -4.2% |
| 6M | -13.4% | +25.6% | -39.0% | -19.6% |
| YTD | -21.3% | +32.1% | -53.4% | -28.5% |
| 1Y | -20.7% | +20.3% | -41.0% | -25.7% |
| 3Y | +3.9% | +42.7% | -38.8% | -12.1% |
| 5Y | +63.7% | -22.2% | +85.9% | +94.6% |
| All | +63.7% | -22.1% | +85.8% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling