+4,681.2%
DELL vs EXPD
+318.5%
+4,362.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | +14.9% | -1.1% | +16.0% | +15.6% |
| 30D | +13.3% | +4.1% | +9.2% | +11.1% |
| 3M | +24.4% | +17.9% | +6.5% | +14.1% |
| 6M | +258.0% | +29.2% | +228.8% | +212.4% |
| YTD | +320.2% | +27.4% | +292.8% | +268.6% |
| 1Y | +319.1% | +56.8% | +262.2% | +225.7% |
| 3Y | +706.5% | +68.0% | +638.5% | +493.7% |
| 5Y | +1,071.9% | +61.9% | +1,010.0% | +755.8% |
| 10Y | +4,683.5% | +316.0% | +4,367.5% | +2,104.5% |
| All | +4,681.2% | +318.5% | +4,362.7% | +2,090.5% |
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