+82.1%
DT vs EXPD
+163.0%
-80.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.5% |
| 7D | -24.7% | -7.2% | -17.5% | -22.0% |
| 30D | -27.4% | -3.3% | -24.1% | -26.3% |
| 3M | -11.1% | +3.4% | -14.5% | -13.0% |
| 6M | +13.7% | +22.7% | -9.0% | +1.4% |
| YTD | +0.2% | +24.5% | -24.3% | -13.2% |
| 1Y | -5.7% | +38.6% | -44.3% | -23.5% |
| 3Y | -8.1% | +71.5% | -79.6% | -37.6% |
| 5Y | -43.1% | +56.2% | -99.3% | -59.8% |
| All | +82.1% | +163.0% | -80.9% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling