+119.3%
DG vs EXPD
+334.2%
-214.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.5% |
| 7D | +0.7% | -5.5% | +6.1% | +2.1% |
| 30D | +7.4% | -1.9% | +9.3% | +7.8% |
| 3M | +8.5% | +6.1% | +2.4% | +6.5% |
| 6M | +21.9% | +21.6% | +0.2% | +15.0% |
| YTD | +4.9% | +27.9% | -23.0% | -3.3% |
| 1Y | +40.4% | +39.4% | +1.0% | +26.2% |
| 3Y | +23.5% | +72.7% | -49.2% | +2.0% |
| 5Y | -32.3% | +60.3% | -92.6% | -43.5% |
| 10Y | +119.3% | +332.6% | -213.3% | +21.4% |
| All | +119.3% | +334.2% | -214.8% | +21.4% |
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