+311.0%
EXPD vs DOC
+14.9%
+296.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.2% | -4.4% |
| 7D | -4.8% | +6.2% | -11.0% | -6.3% |
| 30D | -1.5% | +6.5% | -8.0% | -3.3% |
| 3M | +4.1% | -6.2% | +10.3% | +5.7% |
| 6M | +24.0% | +25.6% | -1.6% | +15.6% |
| YTD | +27.4% | +32.1% | -4.7% | +16.9% |
| 1Y | +38.4% | +20.3% | +18.1% | +30.3% |
| 3Y | +73.2% | +42.7% | +30.5% | +53.8% |
| 5Y | +59.9% | -22.2% | +82.0% | +64.6% |
| All | +311.0% | +14.9% | +296.0% | +282.9% |
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