-8.1%
DT vs EXPD
+68.8%
-77.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -24.7% | -7.2% | -17.5% | -23.7% |
| 30D | -27.4% | -3.3% | -24.1% | -27.0% |
| 3M | -11.1% | +3.4% | -14.5% | -11.8% |
| 6M | +13.7% | +22.7% | -9.0% | +9.0% |
| YTD | +0.2% | +24.5% | -24.3% | -5.0% |
| 1Y | -5.7% | +38.6% | -44.3% | -13.3% |
| 3Y | -8.1% | +71.5% | -79.6% | -20.7% |
| All | -8.1% | +68.8% | -77.0% | -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 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