+339.6%
DELL vs EXPD
+55.4%
+284.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | +25.6% | -0.9% | +26.5% | +26.0% |
| 30D | +17.7% | +4.1% | +13.6% | +16.0% |
| 3M | +33.4% | +13.8% | +19.7% | +28.0% |
| 6M | +266.2% | +27.3% | +238.9% | +238.7% |
| YTD | +328.0% | +25.4% | +302.6% | +310.0% |
| 1Y | +339.6% | +54.4% | +285.2% | +344.9% |
| All | +339.6% | +55.4% | +284.1% | +344.9% |
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