+23.0%
DG vs EXPD
+72.7%
-49.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -2.1% |
| 7D | +6.1% | -4.8% | +10.9% | +6.5% |
| 30D | +11.9% | -1.5% | +13.5% | +12.0% |
| 3M | +9.3% | +4.1% | +5.1% | +8.5% |
| 6M | +19.1% | +24.0% | -4.9% | +16.0% |
| YTD | +5.9% | +27.4% | -21.5% | +2.2% |
| 1Y | +39.8% | +38.4% | +1.4% | +33.8% |
| All | +23.0% | +72.7% | -49.7% | +10.3% |
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