-38.7%
DOCS vs EXPE
+54.7%
-93.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.8% | +0.4% |
| 7D | -0.8% | -9.3% | +8.6% | +3.4% |
| 30D | +17.4% | +0.1% | +17.3% | +16.2% |
| 3M | +57.4% | -15.3% | +72.7% | +68.3% |
| 6M | +26.5% | +5.5% | +21.1% | +20.1% |
| YTD | -26.6% | -8.0% | -18.6% | -27.1% |
| 1Y | -48.1% | +18.9% | -66.9% | -56.5% |
| 3Y | +52.6% | +135.5% | -82.9% | -15.1% |
| 5Y | -52.1% | +44.3% | -96.4% | -68.8% |
| All | -38.7% | +54.7% | -93.3% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling