+70.5%
DOCN vs EXPE
+55.3%
+15.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +4.6% |
| 7D | -19.2% | -9.3% | -9.8% | -15.9% |
| 30D | -43.1% | +0.1% | -43.2% | -44.0% |
| 3M | -40.7% | -15.3% | -25.4% | -38.2% |
| 6M | -55.0% | +5.5% | -60.5% | -59.5% |
| YTD | +50.6% | -8.0% | +58.6% | +41.6% |
| 1Y | +54.0% | +18.9% | +35.1% | +22.9% |
| 3Y | +203.9% | +135.5% | +68.4% | +50.6% |
| 5Y | -29.4% | +44.3% | -73.6% | -57.2% |
| All | +70.5% | +55.3% | +15.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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