-99.7%
DFNS vs EXPD
+35.2%
-134.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -10.0% | -12.1% |
| 7D | -44.0% | -7.2% | -36.8% | -43.9% |
| 30D | -69.1% | -3.3% | -65.9% | -68.8% |
| 3M | -95.6% | +3.4% | -99.0% | -95.5% |
| 6M | -96.2% | +22.7% | -118.9% | -96.4% |
| YTD | -99.6% | +24.5% | -124.1% | -99.7% |
| 1Y | -99.7% | +38.6% | -138.4% | -99.8% |
| All | -99.7% | +35.2% | -134.9% | -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