+62.8%
EXPD vs DOC
-24.5%
+87.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.5% |
| 7D | -1.1% | -1.5% | +0.3% | -0.7% |
| 30D | +4.1% | -4.8% | +8.8% | +5.6% |
| 3M | +17.9% | +6.9% | +11.0% | +15.2% |
| 6M | +29.2% | +20.7% | +8.5% | +20.5% |
| YTD | +27.4% | +34.1% | -6.8% | +14.2% |
| 1Y | +56.8% | +22.6% | +34.2% | +45.0% |
| 3Y | +68.0% | +20.8% | +47.2% | +53.9% |
| All | +62.8% | -24.5% | +87.3% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling