+103.1%
DOCN vs EXPE
+54.6%
+48.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.6% |
| 7D | +19.1% | -0.5% | +19.6% | +19.4% |
| 30D | -21.0% | -6.1% | -14.9% | -19.8% |
| 3M | -34.7% | -21.3% | -13.4% | -29.5% |
| 6M | -45.8% | +19.0% | -64.8% | -53.8% |
| YTD | +79.4% | -8.4% | +87.8% | +69.1% |
| 1Y | +91.0% | -2.8% | +93.8% | +73.0% |
| 3Y | +237.5% | +120.8% | +116.7% | +73.9% |
| 5Y | -30.4% | +46.2% | -76.6% | -57.7% |
| All | +103.1% | +54.6% | +48.5% | +24.0% |
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