-61.5%
DOCS vs EXPE
+40.7%
-102.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.5% |
| 7D | -1.4% | -9.5% | +8.1% | +0.3% |
| 30D | +21.8% | -6.6% | +28.5% | +23.1% |
| 3M | +27.3% | +31.4% | -4.1% | +22.3% |
| 6M | -0.3% | +35.2% | -35.5% | -4.2% |
| YTD | -40.5% | +5.8% | -46.3% | -43.7% |
| 1Y | -61.5% | +38.7% | -100.2% | -60.4% |
| All | -61.5% | +40.7% | -102.2% | -60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling