+21.6%
DKS vs EXPD
+55.6%
-34.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.9% |
| 7D | -2.1% | -7.2% | +5.1% | +1.2% |
| 30D | +7.3% | -3.3% | +10.6% | +8.8% |
| 3M | -28.4% | +3.4% | -31.8% | -30.1% |
| 6M | -36.9% | +22.7% | -59.6% | -43.7% |
| YTD | -27.3% | +24.5% | -51.8% | -36.8% |
| 1Y | -33.2% | +38.6% | -71.9% | -45.4% |
| 3Y | +32.2% | +71.5% | -39.3% | -7.0% |
| All | +21.6% | +55.6% | -34.0% | -21.2% |
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