+164.6%
DOCN vs EXPE
+78.6%
+86.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.6% |
| 7D | +1.1% | -9.5% | +10.7% | +5.8% |
| 30D | -9.6% | -6.6% | -3.0% | -7.7% |
| 3M | -37.7% | +31.4% | -69.1% | -47.8% |
| 6M | +115.2% | +35.2% | +80.0% | +73.3% |
| YTD | +133.7% | +5.8% | +127.9% | +111.3% |
| 1Y | +250.2% | +38.7% | +211.5% | +165.8% |
| 3Y | +320.3% | +175.8% | +144.5% | +97.6% |
| 5Y | +53.1% | +111.8% | -58.7% | -10.5% |
| All | +164.6% | +78.6% | +86.0% | +54.9% |
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