+72.2%
DOCU vs EXPD
+226.5%
-154.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.3% |
| 7D | +6.9% | -1.1% | +8.0% | +7.5% |
| 30D | +19.0% | +4.1% | +14.9% | +16.5% |
| 3M | +34.3% | +17.9% | +16.4% | +23.3% |
| 6M | +48.0% | +29.2% | +18.8% | +28.7% |
| YTD | 0.0% | +27.4% | -27.3% | -13.4% |
| 1Y | -10.3% | +56.8% | -67.1% | -31.4% |
| 3Y | +32.4% | +68.0% | -35.6% | -6.6% |
| 5Y | -77.9% | +61.9% | -139.8% | -84.5% |
| All | +72.2% | +226.5% | -154.3% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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