+53.3%
DIA vs EXPD
+55.6%
-2.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -0.9% | -7.2% | +6.2% | +1.0% |
| 30D | +0.3% | -3.3% | +3.5% | +1.1% |
| 3M | -4.5% | +3.4% | -7.9% | -5.6% |
| 6M | +3.4% | +22.7% | -19.3% | -2.8% |
| YTD | +7.8% | +24.5% | -16.8% | 0.0% |
| 1Y | +10.7% | +38.6% | -27.9% | -0.7% |
| 3Y | +57.5% | +71.5% | -14.0% | +28.7% |
| All | +53.3% | +55.6% | -2.3% | +24.2% |
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