+51.6%
EXPE vs DOCU
-71.9%
+123.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.0% | -11.8% | -13.2% |
| 7D | -3.6% | -3.2% | -0.4% | -2.6% |
| 30D | +4.8% | +15.7% | -10.9% | +0.4% |
| 3M | -14.6% | +37.3% | -51.9% | -22.8% |
| 6M | +10.0% | +63.1% | -53.2% | -6.2% |
| YTD | -3.3% | +15.4% | -18.7% | -9.2% |
| 1Y | +28.4% | +11.3% | +17.1% | +21.4% |
| 3Y | +145.1% | +92.1% | +53.0% | +85.8% |
| 5Y | +51.6% | -70.5% | +122.1% | +50.7% |
| All | +51.6% | -71.9% | +123.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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