+388.0%
DELL vs EXPD
+75.3%
+312.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.7% | -6.9% |
| 7D | +4.9% | +5.5% | -0.6% | +2.2% |
| 30D | -32.1% | -0.8% | -31.3% | -31.4% |
| 3M | -30.2% | +4.1% | -34.4% | -31.2% |
| 6M | +41.7% | +25.7% | +16.0% | +28.2% |
| YTD | +176.6% | +31.4% | +145.2% | +145.5% |
| 1Y | +159.9% | +42.2% | +117.8% | +123.1% |
| 3Y | +388.0% | +77.2% | +310.8% | +272.0% |
| All | +388.0% | +75.3% | +312.7% | +272.0% |
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 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