+42.8%
DE vs EXPD
+41.2%
+1.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.0% |
| 7D | +2.3% | +3.6% | -1.3% | +1.7% |
| 30D | +4.4% | +0.3% | +4.2% | +4.3% |
| 3M | +9.8% | +6.1% | +3.7% | +8.5% |
| 6M | +15.8% | +27.4% | -11.6% | +10.5% |
| YTD | +47.0% | +32.0% | +15.0% | +36.7% |
| 1Y | +42.8% | +40.5% | +2.3% | +27.0% |
| All | +42.8% | +41.2% | +1.6% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling