+33.4%
DKS vs EXPD
+68.7%
-35.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +3.0% | -1.1% | +4.1% | +3.5% |
| 30D | -30.5% | +4.1% | -34.6% | -31.8% |
| 3M | -35.7% | +17.9% | -53.6% | -40.2% |
| 6M | -29.7% | +29.2% | -58.9% | -37.5% |
| YTD | -28.9% | +27.4% | -56.2% | -37.1% |
| 1Y | -35.9% | +56.8% | -92.7% | -49.7% |
| All | +33.4% | +68.7% | -35.3% | -2.7% |
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