+168.6%
EXPE vs DOCU
+80.0%
+88.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.5% |
| 7D | -9.5% | +6.9% | -16.4% | -10.9% |
| 30D | -6.6% | +19.0% | -25.6% | -10.4% |
| 3M | +31.4% | +34.3% | -2.9% | +22.7% |
| 6M | +35.2% | +48.0% | -12.8% | +23.3% |
| YTD | +5.8% | 0.0% | +5.8% | +4.4% |
| 1Y | +38.7% | -10.3% | +48.9% | +39.2% |
| 3Y | +175.8% | +32.4% | +143.4% | +149.1% |
| 5Y | +111.8% | -77.9% | +189.8% | +118.4% |
| All | +168.6% | +80.0% | +88.6% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling