+8.5%
DT vs EXPD
+68.7%
-60.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -3.3% | -1.1% | -2.2% | -3.1% |
| 30D | +2.0% | +4.1% | -2.0% | +1.2% |
| 3M | +20.0% | +17.9% | +2.1% | +15.7% |
| 6M | +39.3% | +29.2% | +10.1% | +31.2% |
| YTD | +19.8% | +27.4% | -7.6% | +12.4% |
| 1Y | +4.3% | +56.8% | -52.6% | -8.7% |
| All | +8.5% | +68.7% | -60.2% | -12.2% |
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 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