-100.0%
DFNS vs EXPD
+72.3%
-172.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -0.6% |
| 7D | -42.8% | -5.5% | -37.3% | -46.6% |
| 30D | -67.6% | -1.9% | -65.7% | -68.7% |
| 3M | -94.9% | +6.1% | -100.9% | -94.6% |
| 6M | -96.7% | +21.6% | -118.4% | -96.0% |
| YTD | -99.6% | +27.9% | -127.5% | -99.5% |
| 1Y | -99.7% | +39.4% | -139.1% | -99.6% |
| 3Y | -100.0% | +72.7% | -172.6% | -100.0% |
| All | -100.0% | +72.3% | -172.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling