+82.3%
DT vs EXPD
+169.6%
-87.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -7.5% | -7.4% | -0.1% | -3.9% |
| 30D | -31.5% | -2.1% | -29.4% | -30.9% |
| 3M | -14.0% | +5.7% | -19.7% | -16.7% |
| 6M | +6.9% | +21.4% | -14.5% | -4.1% |
| YTD | +0.3% | +27.6% | -27.3% | -14.2% |
| 1Y | -6.9% | +36.1% | -43.0% | -23.5% |
| 3Y | -13.9% | +69.9% | -83.8% | -40.8% |
| 5Y | -39.9% | +59.7% | -99.6% | -58.1% |
| All | +82.3% | +169.6% | -87.2% | -20.7% |
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