+148.3%
EXE vs DOC
-8.0%
+156.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -3.6% |
| 7D | -4.7% | +8.7% | -13.4% | -6.5% |
| 30D | +1.0% | +7.6% | -6.6% | -0.7% |
| 3M | -5.6% | -5.3% | -0.4% | -4.7% |
| 6M | -12.3% | +27.6% | -39.9% | -18.6% |
| YTD | -19.5% | +32.4% | -51.9% | -26.6% |
| 1Y | -18.9% | +22.9% | -41.7% | -24.3% |
| 3Y | +6.3% | +43.1% | -36.8% | -8.9% |
| 5Y | +68.0% | -21.4% | +89.4% | +83.1% |
| All | +148.3% | -8.0% | +156.4% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling