-48.1%
DOCS vs EXPD
+42.2%
-90.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -3.3% |
| 7D | -1.3% | -4.8% | +3.5% | -0.4% |
| 30D | +19.4% | -1.5% | +20.9% | +19.6% |
| 3M | +53.4% | +4.1% | +49.3% | +51.8% |
| 6M | +28.8% | +24.0% | +4.7% | +21.5% |
| YTD | -25.1% | +27.4% | -52.5% | -29.1% |
| 1Y | -48.1% | +38.4% | -86.5% | -51.3% |
| All | -48.1% | +42.2% | -90.4% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling