+67.0%
DRI vs EXPD
+68.8%
-1.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.5% |
| 7D | +2.8% | -7.2% | +10.0% | +4.4% |
| 30D | +13.3% | -3.3% | +16.5% | +13.9% |
| 3M | +8.2% | +3.4% | +4.8% | +7.1% |
| 6M | +17.5% | +22.7% | -5.1% | +11.3% |
| YTD | +26.9% | +24.5% | +2.4% | +18.9% |
| 1Y | +31.6% | +38.6% | -7.1% | +19.5% |
| 3Y | +67.0% | +71.5% | -4.5% | +39.1% |
| All | +67.0% | +68.8% | -1.9% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling