+250.2%
DOCN vs EXPD
+57.8%
+192.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.3% |
| 7D | +1.1% | -1.1% | +2.3% | +1.8% |
| 30D | -9.6% | +4.1% | -13.7% | -11.2% |
| 3M | -37.7% | +17.9% | -55.6% | -42.6% |
| 6M | +115.2% | +29.2% | +86.0% | +86.5% |
| YTD | +133.7% | +27.4% | +106.4% | +102.2% |
| 1Y | +250.2% | +56.8% | +193.3% | +208.5% |
| All | +250.2% | +57.8% | +192.3% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling