+339.5%
EXPD vs DOC
+19.9%
+319.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.4% | -4.1% |
| 7D | +0.3% | +8.7% | -8.5% | -2.0% |
| 30D | +1.8% | +7.6% | -5.8% | -0.2% |
| 3M | +8.9% | -5.3% | +14.2% | +10.3% |
| 6M | +42.2% | +27.6% | +14.6% | +32.0% |
| YTD | +33.4% | +32.4% | +0.9% | +22.3% |
| 1Y | +47.2% | +22.9% | +24.3% | +37.7% |
| 3Y | +81.3% | +43.1% | +38.2% | +60.8% |
| 5Y | +60.2% | -21.4% | +81.6% | +64.6% |
| 10Y | +339.5% | +16.8% | +322.7% | +306.7% |
| All | +339.5% | +19.9% | +319.7% | +306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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