+172.1%
DELL vs EXPD
+40.0%
+132.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.9% | +8.9% | +9.8% |
| 7D | +0.4% | -1.6% | +1.9% | +1.8% |
| 30D | -35.1% | +0.6% | -35.7% | -34.8% |
| 3M | -15.1% | +9.8% | -24.9% | -18.8% |
| 6M | +51.7% | +25.8% | +26.0% | +35.6% |
| YTD | +200.0% | +31.3% | +168.7% | +168.4% |
| 1Y | +172.1% | +40.9% | +131.2% | +140.7% |
| All | +172.1% | +40.0% | +132.1% | +140.7% |
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