+254.6%
DGX vs EXPD
+316.4%
-61.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | -2.2% | +1.2% | -3.4% | -2.5% |
| 30D | -0.9% | +5.2% | -6.1% | -2.4% |
| 3M | +15.6% | +13.2% | +2.4% | +11.3% |
| 6M | +17.8% | +30.3% | -12.5% | +8.6% |
| YTD | +37.5% | +27.0% | +10.4% | +26.7% |
| 1Y | +31.2% | +57.3% | -26.2% | +12.5% |
| 3Y | +96.6% | +70.0% | +26.6% | +61.4% |
| 5Y | +64.9% | +61.6% | +3.3% | +35.1% |
| 10Y | +254.6% | +321.1% | -66.5% | +95.3% |
| All | +254.6% | +316.4% | -61.8% | +95.3% |
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 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