+32,316.9%
EXPD vs DOC
+2,934.4%
+29,382.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.4% | -4.3% |
| 7D | +0.3% | +8.7% | -8.5% | -2.5% |
| 30D | +1.8% | +7.6% | -5.8% | -0.8% |
| 3M | +8.9% | -5.3% | +14.2% | +10.6% |
| 6M | +42.2% | +27.6% | +14.6% | +29.5% |
| YTD | +33.4% | +32.4% | +0.9% | +19.6% |
| 1Y | +47.2% | +22.9% | +24.3% | +35.3% |
| 3Y | +81.3% | +43.1% | +38.2% | +55.8% |
| 5Y | +60.2% | -21.4% | +81.6% | +66.7% |
| 10Y | +339.5% | +16.8% | +322.7% | +269.5% |
| All | +32,316.9% | +2,934.4% | +29,382.5% | +11,086.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling