+1,129.1%
DIA vs EXPD
+5,543.6%
-4,414.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -0.2% | -1.1% | +1.0% | +0.1% |
| 30D | -1.5% | +4.1% | -5.6% | -2.7% |
| 3M | +3.8% | +17.9% | -14.1% | -1.3% |
| 6M | +10.3% | +29.2% | -19.0% | +1.7% |
| YTD | +12.1% | +27.4% | -15.3% | +3.3% |
| 1Y | +18.6% | +56.8% | -38.2% | +2.4% |
| 3Y | +60.6% | +68.0% | -7.4% | +34.3% |
| 5Y | +64.4% | +61.9% | +2.6% | +36.9% |
| 10Y | +250.1% | +316.0% | -65.9% | +121.4% |
| All | +1,129.1% | +5,543.6% | -4,414.5% | +318.9% |
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