+5,914.2%
DOV vs EXPD
+30,859.1%
-24,944.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.7% |
| 7D | -2.7% | -1.1% | -1.5% | -2.3% |
| 30D | -8.1% | +4.1% | -12.2% | -9.2% |
| 3M | -9.4% | +17.9% | -27.3% | -13.8% |
| 6M | -12.6% | +29.2% | -41.8% | -19.3% |
| YTD | -0.5% | +27.4% | -27.8% | -8.1% |
| 1Y | +9.2% | +56.8% | -47.6% | -5.4% |
| 3Y | +34.1% | +68.0% | -33.9% | +13.2% |
| 5Y | +17.3% | +61.9% | -44.6% | -0.6% |
| 10Y | +284.9% | +316.0% | -31.1% | +155.6% |
| All | +5,914.2% | +30,859.1% | -24,944.8% | +2,617.1% |
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