-10.3%
DOCU vs EXPD
+57.8%
-68.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.6% |
| 7D | +6.9% | -1.1% | +8.0% | +7.1% |
| 30D | +19.0% | +4.1% | +14.9% | +18.4% |
| 3M | +34.3% | +17.9% | +16.4% | +31.5% |
| 6M | +48.0% | +29.2% | +18.8% | +43.7% |
| YTD | 0.0% | +27.4% | -27.3% | -2.5% |
| 1Y | -10.3% | +56.8% | -67.1% | -14.3% |
| All | -10.3% | +57.8% | -68.1% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling