+36.6%
DIS vs EXPD
+334.2%
-297.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +0.9% |
| 7D | +5.3% | -5.5% | +10.8% | +7.6% |
| 30D | +10.2% | -1.9% | +12.1% | +10.9% |
| 3M | +13.5% | +6.1% | +7.5% | +10.3% |
| 6M | +11.1% | +21.6% | -10.5% | +1.5% |
| YTD | +5.5% | +27.9% | -22.4% | -6.9% |
| 1Y | +9.1% | +39.4% | -30.3% | -7.5% |
| 3Y | +36.0% | +72.7% | -36.7% | +2.1% |
| 5Y | -29.8% | +60.3% | -90.1% | -46.6% |
| 10Y | +36.6% | +332.6% | -296.0% | -33.2% |
| All | +36.6% | +334.2% | -297.5% | -33.2% |
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 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