+7,085.5%
DRI vs EXPD
+17,339.3%
-10,253.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +0.6% | -1.1% | +1.7% | +0.9% |
| 30D | +3.8% | +4.1% | -0.2% | +2.6% |
| 3M | +13.0% | +17.9% | -4.9% | +7.3% |
| 6M | +8.3% | +29.2% | -20.9% | -0.2% |
| YTD | +20.6% | +27.4% | -6.7% | +11.0% |
| 1Y | +6.5% | +56.8% | -50.4% | -8.2% |
| 3Y | +53.7% | +68.0% | -14.3% | +28.2% |
| 5Y | +72.7% | +61.9% | +10.8% | +43.8% |
| 10Y | +363.2% | +316.0% | +47.1% | +197.0% |
| All | +7,085.5% | +17,339.3% | -10,253.8% | +2,689.2% |
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