+240.2%
DIA vs EXPD
+304.0%
-63.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.5% |
| 7D | -0.9% | -7.2% | +6.2% | +1.8% |
| 30D | +0.3% | -3.3% | +3.5% | +1.4% |
| 3M | -4.5% | +3.4% | -7.9% | -6.0% |
| 6M | +3.4% | +22.7% | -19.3% | -5.2% |
| YTD | +7.8% | +24.5% | -16.8% | -3.0% |
| 1Y | +10.7% | +38.6% | -27.9% | -4.9% |
| 3Y | +57.5% | +71.5% | -14.0% | +19.9% |
| 5Y | +53.7% | +56.2% | -2.5% | +19.3% |
| All | +240.2% | +304.0% | -63.8% | +68.7% |
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 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