+21.9%
DIS vs EXPD
+315.7%
-293.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -2.6% | -1.1% | -1.4% | -2.1% |
| 30D | +3.5% | +4.1% | -0.6% | +1.7% |
| 3M | +6.8% | +17.9% | -11.1% | -0.8% |
| 6M | +3.0% | +29.2% | -26.2% | -8.5% |
| YTD | -6.7% | +27.4% | -34.1% | -17.3% |
| 1Y | -10.1% | +56.8% | -66.9% | -27.9% |
| 3Y | +33.0% | +68.0% | -35.0% | +1.5% |
| 5Y | -40.0% | +61.9% | -101.9% | -54.6% |
| All | +21.9% | +315.7% | -293.8% | -39.3% |
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