+38.0%
DIS vs EXPD
+75.1%
-37.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.4% |
| 7D | +0.6% | -1.6% | +2.2% | +1.0% |
| 30D | +10.3% | +0.6% | +9.7% | +10.0% |
| 3M | +15.6% | +9.8% | +5.8% | +12.3% |
| 6M | +15.1% | +25.8% | -10.6% | +7.1% |
| YTD | +6.0% | +31.3% | -25.3% | -3.5% |
| 1Y | +5.7% | +40.9% | -35.3% | -6.4% |
| All | +38.0% | +75.1% | -37.1% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling