+97.7%
DOCN vs EXPD
+106.6%
-8.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.2% | -3.9% | -4.7% |
| 7D | -20.0% | +0.3% | -20.3% | -20.1% |
| 30D | -38.8% | +1.8% | -40.6% | -39.5% |
| 3M | -34.8% | +8.9% | -43.7% | -38.9% |
| 6M | -22.8% | +42.2% | -65.0% | -40.8% |
| YTD | +74.6% | +33.4% | +41.3% | +35.9% |
| 1Y | +116.4% | +47.2% | +69.3% | +55.9% |
| 3Y | +239.3% | +81.3% | +158.1% | +98.9% |
| 5Y | -20.2% | +60.2% | -80.4% | -53.1% |
| All | +97.7% | +106.6% | -8.9% | +16.3% |
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