+8.9%
DOCS vs EXPE
+176.2%
-167.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.0% |
| 7D | -1.4% | -9.5% | +8.1% | +3.2% |
| 30D | +21.8% | -6.6% | +28.5% | +25.4% |
| 3M | +27.3% | +31.4% | -4.1% | +11.0% |
| 6M | -0.3% | +35.2% | -35.5% | -15.6% |
| YTD | -40.5% | +5.8% | -46.3% | -43.7% |
| 1Y | -61.5% | +38.7% | -100.2% | -69.9% |
| All | +8.9% | +176.2% | -167.3% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling