+184.7%
EXPE vs DOCU
+111.8%
+72.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.2% | +10.4% | +10.5% |
| 7D | +14.6% | -3.7% | +18.4% | +15.6% |
| 30D | +21.4% | +15.0% | +6.5% | +17.8% |
| 3M | +1.4% | +39.9% | -38.5% | -6.1% |
| 6M | +28.6% | +66.2% | -37.5% | +14.4% |
| YTD | +12.1% | +17.7% | -5.6% | +6.7% |
| 1Y | +50.0% | +13.7% | +36.3% | +43.5% |
| 3Y | +184.1% | +95.9% | +88.2% | +137.2% |
| 5Y | +103.3% | -71.7% | +174.9% | +100.9% |
| All | +184.7% | +111.8% | +72.9% | +109.4% |
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