-98.3%
DFNS vs EXPD
+57.8%
-156.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.7% |
| 7D | -16.0% | -1.1% | -14.9% | -16.2% |
| 30D | -77.7% | +4.1% | -81.8% | -77.5% |
| 3M | -77.2% | +17.9% | -95.1% | -78.0% |
| 6M | -95.2% | +29.2% | -124.4% | -95.6% |
| YTD | -98.0% | +27.4% | -125.3% | -98.1% |
| 1Y | -98.3% | +56.8% | -155.1% | -98.5% |
| All | -98.3% | +57.8% | -156.1% | -98.5% |
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 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