-47.3%
DOCS vs EXPE
+48.9%
-96.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.5% | -4.2% | +4.0% |
| 7D | +1.2% | +14.6% | -13.4% | -1.8% |
| 30D | +21.3% | +21.4% | -0.1% | +16.4% |
| 3M | +58.4% | +1.4% | +57.0% | +56.8% |
| 6M | +39.3% | +28.6% | +10.7% | +32.6% |
| YTD | -21.7% | +12.1% | -33.8% | -27.9% |
| 1Y | -47.3% | +50.0% | -97.3% | -46.3% |
| All | -47.3% | +48.9% | -96.2% | -46.3% |
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