+1,086.5%
DIA vs EXPD
+5,545.7%
-4,459.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +0.9% | -2.2% |
| 7D | -1.6% | -4.8% | +3.2% | -0.3% |
| 30D | 0.0% | -1.5% | +1.5% | +0.3% |
| 3M | -4.9% | +4.1% | -9.1% | -6.2% |
| 6M | +5.0% | +24.0% | -19.0% | -1.7% |
| YTD | +8.2% | +27.4% | -19.2% | -0.4% |
| 1Y | +10.3% | +38.4% | -28.1% | -1.0% |
| 3Y | +58.4% | +73.2% | -14.8% | +31.1% |
| 5Y | +54.3% | +59.9% | -5.5% | +29.1% |
| 10Y | +248.6% | +319.9% | -71.4% | +119.6% |
| All | +1,086.5% | +5,545.7% | -4,459.2% | +303.8% |
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