-31.2%
DIS vs EXPD
+52.5%
-83.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | +0.2% |
| 7D | +5.7% | -4.8% | +10.5% | +7.5% |
| 30D | +12.7% | -1.5% | +14.2% | +13.2% |
| 3M | +15.2% | +4.1% | +11.1% | +12.9% |
| 6M | +17.6% | +24.0% | -6.5% | +7.0% |
| YTD | +3.8% | +27.4% | -23.6% | -7.6% |
| 1Y | +6.8% | +38.4% | -31.6% | -8.6% |
| 3Y | +42.1% | +73.2% | -31.1% | +6.4% |
| 5Y | -31.2% | +59.9% | -91.0% | -51.1% |
| All | -31.2% | +52.5% | -83.7% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling