+286.0%
DGX vs EXPD
+329.8%
-43.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.6% | -7.4% | +12.0% | +6.8% |
| 30D | +11.9% | -2.1% | +14.0% | +12.4% |
| 3M | +9.2% | +5.7% | +3.5% | +7.2% |
| 6M | +39.0% | +21.4% | +17.6% | +30.9% |
| YTD | +51.4% | +27.6% | +23.8% | +39.1% |
| 1Y | +42.6% | +36.1% | +6.5% | +28.2% |
| 3Y | +105.9% | +69.9% | +36.1% | +69.1% |
| 5Y | +96.6% | +59.7% | +36.9% | +61.9% |
| 10Y | +286.0% | +323.0% | -37.1% | +116.5% |
| All | +286.0% | +329.8% | -43.9% | +116.5% |
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 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