-37.4%
DOCS vs EXPD
+58.8%
-96.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -1.9% |
| 7D | -1.3% | -4.8% | +3.5% | +1.1% |
| 30D | +19.4% | -1.5% | +20.9% | +20.2% |
| 3M | +53.4% | +4.1% | +49.3% | +49.5% |
| 6M | +28.8% | +24.0% | +4.7% | +13.4% |
| YTD | -25.1% | +27.4% | -52.5% | -36.1% |
| 1Y | -48.1% | +38.4% | -86.5% | -58.1% |
| 3Y | +51.4% | +73.2% | -21.8% | -1.2% |
| 5Y | -51.1% | +59.9% | -111.0% | -67.7% |
| All | -37.4% | +58.8% | -96.2% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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