-100.0%
DFNS vs EXPD
+68.8%
-168.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -10.0% | -14.2% |
| 7D | -44.0% | -7.2% | -36.8% | -48.5% |
| 30D | -69.1% | -3.3% | -65.9% | -70.5% |
| 3M | -95.6% | +3.4% | -99.0% | -95.5% |
| 6M | -96.2% | +22.7% | -118.9% | -95.3% |
| YTD | -99.6% | +24.5% | -124.1% | -99.5% |
| 1Y | -99.7% | +38.6% | -138.4% | -99.6% |
| 3Y | -100.0% | +71.5% | -171.5% | -100.0% |
| All | -100.0% | +68.8% | -168.8% | -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 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