+1,635.0%
DIS vs EXPD
+30,870.6%
-29,235.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.3% |
| 7D | +5.7% | -4.8% | +10.5% | +7.0% |
| 30D | +12.7% | -1.5% | +14.2% | +13.0% |
| 3M | +15.2% | +4.1% | +11.1% | +13.7% |
| 6M | +17.6% | +24.0% | -6.5% | +10.6% |
| YTD | +3.8% | +27.4% | -23.6% | -3.5% |
| 1Y | +6.8% | +38.4% | -31.6% | -3.0% |
| 3Y | +42.1% | +73.2% | -31.1% | +20.8% |
| 5Y | -31.2% | +59.9% | -91.0% | -40.6% |
| 10Y | +37.6% | +319.9% | -282.3% | -7.3% |
| All | +1,635.0% | +30,870.6% | -29,235.6% | +579.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling