-29.5%
DIS vs EXPD
+60.8%
-90.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +4.4% | -7.4% | +11.8% | +7.4% |
| 30D | +10.3% | -2.1% | +12.4% | +11.0% |
| 3M | +15.5% | +5.7% | +9.8% | +12.6% |
| 6M | +11.2% | +21.4% | -10.2% | +2.2% |
| YTD | +5.6% | +27.6% | -22.0% | -6.1% |
| 1Y | +7.7% | +36.1% | -28.4% | -7.1% |
| 3Y | +39.3% | +69.9% | -30.6% | +5.4% |
| 5Y | -29.5% | +59.7% | -89.2% | -49.9% |
| All | -29.5% | +60.8% | -90.3% | -49.9% |
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 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