+1,458.7%
DIS vs EXPD
+30,859.1%
-29,400.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -2.6% | -1.1% | -1.4% | -2.3% |
| 30D | +3.5% | +4.1% | -0.6% | +2.3% |
| 3M | +6.8% | +17.9% | -11.1% | +2.1% |
| 6M | +3.0% | +29.2% | -26.2% | -4.2% |
| YTD | -6.7% | +27.4% | -34.1% | -13.2% |
| 1Y | -10.1% | +56.8% | -66.9% | -21.0% |
| 3Y | +33.0% | +68.0% | -35.0% | +14.1% |
| 5Y | -40.0% | +61.9% | -101.9% | -48.4% |
| 10Y | +21.1% | +316.0% | -295.0% | -18.2% |
| All | +1,458.7% | +30,859.1% | -29,400.4% | +511.8% |
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 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