+9,498.1%
DGX vs EXPD
+9,257.1%
+241.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -2.3% | -1.1% | -1.2% | -2.1% |
| 30D | +0.6% | +4.1% | -3.5% | -0.2% |
| 3M | +21.4% | +17.9% | +3.5% | +17.5% |
| 6M | +14.7% | +29.2% | -14.5% | +8.8% |
| YTD | +38.4% | +27.4% | +11.1% | +31.1% |
| 1Y | +34.0% | +56.8% | -22.9% | +21.6% |
| 3Y | +92.7% | +68.0% | +24.6% | +71.1% |
| 5Y | +67.7% | +61.9% | +5.8% | +48.4% |
| 10Y | +248.0% | +316.0% | -68.0% | +156.5% |
| All | +9,498.1% | +9,257.1% | +241.0% | +4,771.0% |
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