+196.4%
DOCN vs EXPD
+72.7%
+123.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.5% | -11.4% | -12.8% |
| 7D | -29.3% | -4.8% | -24.5% | -26.5% |
| 30D | -46.0% | -1.5% | -44.5% | -45.1% |
| 3M | -43.2% | +4.1% | -47.3% | -44.3% |
| 6M | -53.7% | +24.0% | -77.7% | -59.9% |
| YTD | +46.9% | +27.4% | +19.5% | +22.2% |
| 1Y | +54.3% | +38.4% | +16.0% | +21.5% |
| All | +196.4% | +72.7% | +123.7% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling