+6,256.3%
DOV vs EXPD
+30,172.0%
-23,915.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | -1.9% | -7.2% | +5.3% | +0.3% |
| 30D | +8.3% | -3.3% | +11.5% | +9.3% |
| 3M | -3.1% | +3.4% | -6.4% | -4.1% |
| 6M | -9.8% | +22.7% | -32.5% | -15.3% |
| YTD | +5.2% | +24.5% | -19.3% | -2.4% |
| 1Y | +15.3% | +38.6% | -23.3% | +3.7% |
| 3Y | +58.8% | +71.5% | -12.7% | +33.1% |
| 5Y | +26.6% | +56.2% | -29.7% | +8.5% |
| 10Y | +351.6% | +310.5% | +41.2% | +200.9% |
| All | +6,256.3% | +30,172.0% | -23,915.7% | +2,788.1% |
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