+377.0%
DELL vs EXPD
+68.8%
+308.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +5.9% | +4.8% |
| 7D | -22.6% | -7.2% | -15.4% | -19.3% |
| 30D | -43.2% | -3.3% | -39.9% | -41.9% |
| 3M | -24.8% | +3.4% | -28.2% | -25.5% |
| 6M | +38.0% | +22.7% | +15.3% | +26.7% |
| YTD | +163.7% | +24.5% | +139.2% | +140.3% |
| 1Y | +122.5% | +38.6% | +83.9% | +93.7% |
| 3Y | +377.0% | +71.5% | +305.4% | +268.4% |
| All | +377.0% | +68.8% | +308.1% | +268.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling