-51.1%
DOCS vs EXPE
+54.1%
-105.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.7% | +9.4% | +2.8% |
| 7D | -1.3% | -3.6% | +2.3% | -0.2% |
| 30D | +19.4% | +4.8% | +14.6% | +15.4% |
| 3M | +53.4% | -14.6% | +68.0% | +64.0% |
| 6M | +28.8% | +10.0% | +18.8% | +19.3% |
| YTD | -25.1% | -3.3% | -21.8% | -27.6% |
| 1Y | -48.1% | +28.4% | -76.5% | -59.0% |
| 3Y | +51.4% | +145.1% | -93.7% | -21.5% |
| 5Y | -51.1% | +51.6% | -102.7% | -68.7% |
| All | -51.1% | +54.1% | -105.2% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling