-100.0%
DFNS vs EXPD
+52.5%
-152.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.5% | -15.2% | -21.9% |
| 7D | -37.4% | -4.8% | -32.6% | -39.5% |
| 30D | -65.8% | -1.5% | -64.3% | -66.3% |
| 3M | -95.0% | +4.1% | -99.1% | -94.9% |
| 6M | -95.8% | +24.0% | -119.8% | -95.3% |
| YTD | -99.5% | +27.4% | -126.9% | -99.5% |
| 1Y | -99.7% | +38.4% | -138.1% | -99.7% |
| 3Y | -100.0% | +73.2% | -173.2% | -100.0% |
| 5Y | -100.0% | +59.9% | -159.8% | -100.0% |
| All | -100.0% | +52.5% | -152.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling