+83.2%
DT vs EXPD
+169.1%
-85.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.5% | -2.1% | -4.4% |
| 7D | -28.3% | -4.8% | -23.5% | -26.7% |
| 30D | -28.4% | -1.5% | -26.9% | -28.0% |
| 3M | -14.1% | +4.1% | -18.2% | -16.1% |
| 6M | +13.2% | +24.0% | -10.9% | +0.4% |
| YTD | +0.8% | +27.4% | -26.6% | -13.7% |
| 1Y | -7.8% | +38.4% | -46.2% | -25.0% |
| 3Y | -8.3% | +73.2% | -81.5% | -37.9% |
| 5Y | -42.7% | +59.9% | -102.6% | -60.0% |
| All | +83.2% | +169.1% | -85.9% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling