-10.8%
DOW vs EXPD
+171.7%
-182.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.5% |
| 7D | -2.4% | -1.1% | -1.3% | -1.8% |
| 30D | +0.4% | +4.1% | -3.7% | -2.2% |
| 3M | -14.4% | +17.9% | -32.3% | -22.9% |
| 6M | -7.0% | +29.2% | -36.2% | -21.3% |
| YTD | +30.2% | +27.4% | +2.8% | +9.7% |
| 1Y | +29.2% | +56.8% | -27.6% | -5.8% |
| 3Y | -36.7% | +68.0% | -104.7% | -56.8% |
| 5Y | -37.7% | +61.9% | -99.6% | -58.2% |
| All | -10.8% | +171.7% | -182.5% | -67.8% |
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