+165.3%
EXPE vs DOC
+19.9%
+145.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.1% | +7.4% | +8.8% |
| 7D | +14.6% | +8.7% | +5.9% | +9.7% |
| 30D | +21.4% | +7.6% | +13.8% | +16.8% |
| 3M | +1.4% | -5.3% | +6.6% | +4.5% |
| 6M | +28.6% | +27.6% | +1.0% | +11.0% |
| YTD | +12.1% | +32.4% | -20.3% | -6.1% |
| 1Y | +50.0% | +22.9% | +27.2% | +31.0% |
| 3Y | +184.1% | +43.1% | +141.1% | +120.1% |
| 5Y | +103.3% | -21.4% | +124.7% | +123.6% |
| 10Y | +165.3% | +16.8% | +148.5% | +147.6% |
| All | +165.3% | +19.9% | +145.4% | +147.6% |
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