+30.9%
DOCU vs EXPD
+68.7%
-37.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.5% |
| 7D | +6.9% | -1.1% | +8.0% | +7.1% |
| 30D | +19.0% | +4.1% | +14.9% | +18.0% |
| 3M | +34.3% | +17.9% | +16.4% | +29.7% |
| 6M | +48.0% | +29.2% | +18.8% | +40.2% |
| YTD | 0.0% | +27.4% | -27.3% | -5.3% |
| 1Y | -10.3% | +56.8% | -67.1% | -19.6% |
| All | +30.9% | +68.7% | -37.8% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling