+2,901.0%
DELL vs EXPD
+309.2%
+2,591.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +5.9% | +4.9% |
| 7D | -22.6% | -7.2% | -15.4% | -19.1% |
| 30D | -43.2% | -3.3% | -39.9% | -41.9% |
| 3M | -24.8% | +3.4% | -28.2% | -25.8% |
| 6M | +38.0% | +22.7% | +15.3% | +24.7% |
| YTD | +163.7% | +24.5% | +139.2% | +134.9% |
| 1Y | +122.5% | +38.6% | +83.9% | +87.0% |
| 3Y | +377.0% | +71.5% | +305.4% | +248.9% |
| 5Y | +542.6% | +56.2% | +486.3% | +382.5% |
| 10Y | +2,554.1% | +310.5% | +2,243.7% | +1,128.6% |
| All | +2,901.0% | +309.2% | +2,591.8% | +1,296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling