-100.0%
DFNS vs EXPD
+153.8%
-253.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -1.8% |
| 7D | -42.8% | -5.5% | -37.3% | -44.7% |
| 30D | -67.6% | -1.9% | -65.7% | -68.1% |
| 3M | -94.9% | +6.1% | -100.9% | -94.8% |
| 6M | -96.7% | +21.6% | -118.4% | -96.4% |
| YTD | -99.6% | +27.9% | -127.5% | -99.6% |
| 1Y | -99.7% | +39.4% | -139.1% | -99.7% |
| 3Y | -100.0% | +72.7% | -172.6% | -100.0% |
| 5Y | -100.0% | +60.3% | -160.3% | -100.0% |
| All | -100.0% | +153.8% | -253.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling