+98.2%
DGX vs EXPD
+56.8%
+41.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | +1.5% | -7.2% | +8.7% | +2.9% |
| 30D | +12.6% | -3.3% | +15.9% | +13.2% |
| 3M | +7.6% | +3.4% | +4.2% | +6.7% |
| 6M | +36.2% | +22.7% | +13.5% | +30.3% |
| YTD | +49.8% | +24.5% | +25.3% | +41.8% |
| 1Y | +47.3% | +38.6% | +8.6% | +35.9% |
| 3Y | +102.1% | +71.5% | +30.6% | +74.1% |
| All | +98.2% | +56.8% | +41.5% | +77.1% |
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