+10,409.2%
DGX vs EXPD
+9,544.1%
+865.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.4% |
| 7D | +1.2% | -1.6% | +2.7% | +1.4% |
| 30D | +11.2% | +0.6% | +10.6% | +11.0% |
| 3M | +9.3% | +9.8% | -0.5% | +7.2% |
| 6M | +37.4% | +25.8% | +11.6% | +31.1% |
| YTD | +51.6% | +31.3% | +20.3% | +42.6% |
| 1Y | +39.3% | +40.9% | -1.7% | +29.2% |
| 3Y | +106.1% | +74.7% | +31.4% | +81.6% |
| 5Y | +92.2% | +62.9% | +29.3% | +69.9% |
| 10Y | +286.6% | +334.3% | -47.8% | +182.4% |
| All | +10,409.2% | +9,544.1% | +865.2% | +5,196.7% |
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