+57.9%
DIA vs EXPD
+60.9%
-3.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | +2.1% | +5.5% | -3.4% | +0.6% |
| 30D | +1.5% | -0.8% | +2.3% | +1.6% |
| 3M | -2.4% | +4.1% | -6.6% | -3.7% |
| 6M | +6.0% | +25.7% | -19.7% | -1.0% |
| YTD | +10.1% | +31.4% | -21.3% | +0.7% |
| 1Y | +11.8% | +42.2% | -30.4% | -0.3% |
| 3Y | +59.7% | +77.2% | -17.5% | +29.6% |
| All | +57.9% | +60.9% | -3.0% | +27.5% |
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