+117.6%
DT vs EXPD
+169.0%
-51.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | -3.3% | -1.1% | -2.2% | -2.7% |
| 30D | +2.0% | +4.1% | -2.0% | 0.0% |
| 3M | +20.0% | +17.9% | +2.1% | +9.8% |
| 6M | +39.3% | +29.2% | +10.1% | +20.5% |
| YTD | +19.8% | +27.4% | -7.6% | +2.9% |
| 1Y | +4.3% | +56.8% | -52.6% | -21.6% |
| 3Y | +7.7% | +68.0% | -60.3% | -25.2% |
| 5Y | -26.8% | +61.9% | -88.7% | -49.3% |
| All | +117.6% | +169.0% | -51.4% | -4.9% |
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