-34.6%
DG vs EXPD
+61.6%
-96.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | +29.3% | +17.9% | +11.4% | +25.0% |
| 6M | -11.3% | +29.2% | -40.5% | -16.1% |
| YTD | +1.8% | +27.4% | -25.6% | -4.0% |
| 1Y | +25.3% | +56.8% | -31.5% | +13.0% |
| 3Y | +9.1% | +68.0% | -59.0% | -4.7% |
| All | -34.6% | +61.6% | -96.2% | -42.5% |
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