+111.1%
DG vs EXPD
+337.7%
-226.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.7% |
| 7D | -3.0% | -1.6% | -1.4% | -2.6% |
| 30D | +8.6% | +0.6% | +8.0% | +8.3% |
| 3M | +15.0% | +9.8% | +5.2% | +11.9% |
| 6M | +32.7% | +25.8% | +6.9% | +24.1% |
| YTD | +5.5% | +31.3% | -25.8% | -3.4% |
| 1Y | +34.6% | +40.9% | -6.3% | +20.8% |
| 3Y | +24.2% | +74.7% | -50.5% | +2.5% |
| 5Y | -32.3% | +62.9% | -95.1% | -43.6% |
| 10Y | +111.1% | +334.3% | -223.3% | +25.7% |
| All | +111.1% | +337.7% | -226.6% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling