+97.7%
DOCN vs EXPE
+89.3%
+8.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +10.5% | -17.7% | -11.7% |
| 7D | -20.0% | +14.6% | -34.7% | -25.3% |
| 30D | -38.8% | +21.4% | -60.2% | -44.8% |
| 3M | -34.8% | +1.4% | -36.2% | -37.5% |
| 6M | -22.8% | +28.6% | -51.4% | -36.4% |
| YTD | +74.6% | +12.1% | +62.5% | +50.1% |
| 1Y | +116.4% | +50.0% | +66.4% | +54.8% |
| 3Y | +239.3% | +184.1% | +55.2% | +54.7% |
| 5Y | -20.2% | +103.3% | -123.5% | -55.6% |
| All | +97.7% | +89.3% | +8.4% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling