+66.4%
DOCN vs EXPE
+63.3%
+3.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -13.7% | -2.1% | -9.8% |
| 7D | -29.3% | -3.6% | -25.7% | -28.4% |
| 30D | -46.0% | +4.8% | -50.8% | -47.8% |
| 3M | -43.2% | -14.6% | -28.6% | -40.9% |
| 6M | -53.7% | +10.0% | -63.7% | -59.0% |
| YTD | +46.9% | -3.3% | +50.2% | +35.3% |
| 1Y | +54.3% | +28.4% | +25.9% | +18.8% |
| 3Y | +185.5% | +145.1% | +40.4% | +39.5% |
| 5Y | -31.1% | +51.6% | -82.7% | -59.1% |
| All | +66.4% | +63.3% | +3.1% | -0.8% |
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 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