+271.4%
DGX vs EXPD
+336.9%
-65.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +1.9% | +3.6% | -1.7% | +0.9% |
| 30D | +12.7% | +0.3% | +12.4% | +12.4% |
| 3M | +9.6% | +6.1% | +3.5% | +7.6% |
| 6M | +37.6% | +27.4% | +10.2% | +27.9% |
| YTD | +52.1% | +32.0% | +20.2% | +38.5% |
| 1Y | +41.3% | +40.5% | +0.8% | +26.0% |
| 3Y | +106.9% | +75.7% | +31.2% | +68.4% |
| 5Y | +90.7% | +61.7% | +28.9% | +56.9% |
| All | +271.4% | +336.9% | -65.5% | +113.6% |
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