-71.7%
DOCU vs EXPD
+63.6%
-135.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.8% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | +15.0% | +1.8% | +13.1% | +13.8% |
| 3M | +39.9% | +8.9% | +31.0% | +33.7% |
| 6M | +66.2% | +42.2% | +23.9% | +37.8% |
| YTD | +17.7% | +33.4% | -15.7% | -0.9% |
| 1Y | +13.7% | +47.2% | -33.5% | -10.0% |
| 3Y | +95.9% | +81.3% | +14.6% | +26.5% |
| 5Y | -71.7% | +60.2% | -131.9% | -85.4% |
| All | -71.7% | +63.6% | -135.3% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling