+187.0%
EXPE vs DOC
+43.5%
+143.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.1% | +7.4% | +9.4% |
| 7D | +14.6% | +8.7% | +5.9% | +11.4% |
| 30D | +21.4% | +7.6% | +13.8% | +18.4% |
| 3M | +1.4% | -5.3% | +6.6% | +3.2% |
| 6M | +28.6% | +27.6% | +1.0% | +18.4% |
| YTD | +12.1% | +32.4% | -20.3% | +0.9% |
| 1Y | +50.0% | +22.9% | +27.2% | +39.4% |
| All | +187.0% | +43.5% | +143.5% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling