+103.3%
EXPE vs DOC
-22.8%
+126.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.1% | +7.4% | +9.0% |
| 7D | +14.6% | +8.7% | +5.9% | +10.3% |
| 30D | +21.4% | +7.6% | +13.8% | +17.4% |
| 3M | +1.4% | -5.3% | +6.6% | +4.0% |
| 6M | +28.6% | +27.6% | +1.0% | +13.6% |
| YTD | +12.1% | +32.4% | -20.3% | -3.8% |
| 1Y | +50.0% | +22.9% | +27.2% | +34.0% |
| 3Y | +184.1% | +43.1% | +141.1% | +124.4% |
| 5Y | +103.3% | -21.4% | +124.7% | +131.0% |
| All | +103.3% | -22.8% | +126.1% | +131.0% |
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