+2,886.3%
DELL vs EXPD
+337.7%
+2,548.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.9% | +8.9% | +10.2% |
| 7D | +0.4% | -1.6% | +1.9% | +1.7% |
| 30D | -35.1% | +0.6% | -35.7% | -35.0% |
| 3M | -15.1% | +9.8% | -24.9% | -18.8% |
| 6M | +51.7% | +25.8% | +26.0% | +35.1% |
| YTD | +200.0% | +31.3% | +168.7% | +160.0% |
| 1Y | +172.1% | +40.9% | +131.2% | +127.0% |
| 3Y | +431.2% | +74.7% | +356.5% | +285.1% |
| 5Y | +633.1% | +62.9% | +570.2% | +438.7% |
| 10Y | +2,886.3% | +334.3% | +2,552.0% | +1,301.2% |
| All | +2,886.3% | +337.7% | +2,548.6% | +1,301.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling