+66.4%
DOCN vs EXPD
+97.4%
-31.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.5% | -11.4% | -12.4% |
| 7D | -29.3% | -4.8% | -24.5% | -26.1% |
| 30D | -46.0% | -1.5% | -44.5% | -45.0% |
| 3M | -43.2% | +4.1% | -47.3% | -44.6% |
| 6M | -53.7% | +24.0% | -77.7% | -61.0% |
| YTD | +46.9% | +27.4% | +19.5% | +19.1% |
| 1Y | +54.3% | +38.4% | +16.0% | +17.0% |
| 3Y | +185.5% | +73.2% | +112.3% | +74.2% |
| 5Y | -31.1% | +59.9% | -91.0% | -58.4% |
| All | +66.4% | +97.4% | -31.0% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling