-53.7%
DOCN vs EXPE
+10.2%
-63.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -13.7% | -2.1% | -20.8% |
| 7D | -29.3% | -3.6% | -25.7% | -28.2% |
| 30D | -46.0% | +4.8% | -50.8% | -41.9% |
| 3M | -43.2% | -14.6% | -28.6% | -45.6% |
| 6M | -53.7% | +10.0% | -63.7% | -49.6% |
| All | -53.7% | +10.2% | -63.9% | -49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling