-52.3%
DOCS vs EXPD
+63.6%
-115.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.2% | +9.6% | +8.0% |
| 7D | +1.2% | +0.3% | +1.0% | +0.9% |
| 30D | +21.3% | +1.8% | +19.5% | +20.0% |
| 3M | +58.4% | +8.9% | +49.5% | +50.9% |
| 6M | +39.3% | +42.2% | -2.9% | +14.4% |
| YTD | -21.7% | +33.4% | -55.1% | -34.4% |
| 1Y | -47.3% | +47.2% | -94.5% | -58.6% |
| 3Y | +58.2% | +81.3% | -23.1% | +2.1% |
| 5Y | -52.3% | +60.2% | -112.5% | -70.7% |
| All | -52.3% | +63.6% | -115.9% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling