+329.8%
DOV vs EXPD
+329.8%
0.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.3% |
| 7D | -0.7% | -7.4% | +6.7% | +3.6% |
| 30D | +12.3% | -2.1% | +14.4% | +13.5% |
| 3M | +1.2% | +5.7% | -4.5% | -2.2% |
| 6M | -3.1% | +21.4% | -24.4% | -13.6% |
| YTD | +9.4% | +27.6% | -18.2% | -7.2% |
| 1Y | +17.6% | +36.1% | -18.5% | -4.1% |
| 3Y | +66.5% | +69.9% | -3.3% | +14.9% |
| 5Y | +29.0% | +59.7% | -30.7% | -9.3% |
| 10Y | +329.8% | +323.0% | +6.8% | +56.4% |
| All | +329.8% | +329.8% | 0.0% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling