-0.3%
DOCS vs EXPE
+37.3%
-37.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.2% |
| 7D | -1.4% | -9.5% | +8.1% | +1.8% |
| 30D | +21.8% | -6.6% | +28.5% | +24.1% |
| 3M | +27.3% | +31.4% | -4.1% | +17.2% |
| 6M | -0.3% | +35.2% | -35.5% | -8.3% |
| All | -0.3% | +37.3% | -37.6% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling