-36.6%
DT vs EXPD
+60.9%
-97.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +3.1% | +5.5% | -2.4% | +0.9% |
| 30D | -29.5% | -0.8% | -28.7% | -29.4% |
| 3M | -11.7% | +4.1% | -15.9% | -13.4% |
| 6M | +29.0% | +25.7% | +3.3% | +16.4% |
| YTD | +3.4% | +31.4% | -28.0% | -10.1% |
| 1Y | -4.2% | +42.2% | -46.4% | -20.2% |
| 3Y | -12.8% | +77.2% | -90.0% | -38.4% |
| All | -36.6% | +60.9% | -97.5% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling