+589.6%
DG vs EXPD
+604.0%
-14.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.5% |
| 7D | +1.1% | -7.2% | +8.3% | +2.9% |
| 30D | +9.5% | -3.3% | +12.8% | +10.3% |
| 3M | +5.5% | +3.4% | +2.1% | +4.3% |
| 6M | +16.1% | +22.7% | -6.6% | +9.5% |
| YTD | +2.7% | +24.5% | -21.9% | -4.4% |
| 1Y | +42.1% | +38.6% | +3.4% | +28.6% |
| 3Y | +19.3% | +71.5% | -52.2% | -0.2% |
| 5Y | -35.3% | +56.2% | -91.6% | -45.2% |
| 10Y | +123.9% | +310.5% | -186.5% | +42.0% |
| All | +589.6% | +604.0% | -14.4% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling