+7,537.8%
DRI vs EXPD
+17,345.7%
-9,807.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.6% | +0.5% |
| 7D | +3.7% | -4.8% | +8.5% | +5.1% |
| 30D | +13.5% | -1.5% | +15.0% | +13.9% |
| 3M | +10.4% | +4.1% | +6.3% | +8.8% |
| 6M | +19.5% | +24.0% | -4.5% | +11.5% |
| YTD | +28.2% | +27.4% | +0.8% | +17.8% |
| 1Y | +31.0% | +38.4% | -7.4% | +17.3% |
| 3Y | +67.1% | +73.2% | -6.1% | +38.0% |
| 5Y | +74.7% | +59.9% | +14.8% | +46.0% |
| 10Y | +376.2% | +319.9% | +56.2% | +204.1% |
| All | +7,537.8% | +17,345.7% | -9,807.9% | +2,859.1% |
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