+8.9%
DOCS vs EXPD
+68.7%
-59.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | -1.4% | -1.1% | -0.3% | -1.1% |
| 30D | +21.8% | +4.1% | +17.7% | +20.5% |
| 3M | +27.3% | +17.9% | +9.4% | +21.3% |
| 6M | -0.3% | +29.2% | -29.6% | -7.6% |
| YTD | -40.5% | +27.4% | -67.8% | -44.7% |
| 1Y | -61.5% | +56.8% | -118.4% | -66.6% |
| All | +8.9% | +68.7% | -59.8% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling