+25.3%
DG vs EXPD
+57.8%
-32.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +8.4% | -1.1% | +9.5% | +8.6% |
| 30D | +4.9% | +4.1% | +0.9% | +4.2% |
| 3M | +29.3% | +17.9% | +11.4% | +25.7% |
| 6M | -11.3% | +29.2% | -40.5% | -15.4% |
| YTD | +1.8% | +27.4% | -25.6% | -4.8% |
| 1Y | +25.3% | +56.8% | -31.5% | +11.2% |
| All | +25.3% | +57.8% | -32.5% | +11.2% |
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