-99.6%
DFNS vs EXPD
+53.8%
-153.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -3.2% | -15.1% | -18.5% |
| 7D | -27.7% | +0.3% | -27.9% | -27.5% |
| 30D | -58.0% | +1.8% | -59.8% | -57.8% |
| 3M | -94.0% | +8.9% | -102.9% | -93.9% |
| 6M | -94.6% | +42.2% | -136.8% | -95.4% |
| YTD | -99.4% | +33.4% | -132.8% | -99.5% |
| 1Y | -99.6% | +47.2% | -146.8% | -99.8% |
| All | -99.6% | +53.8% | -153.4% | -99.8% |
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