+157.4%
DUK vs EXPD
+329.8%
-172.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +1.9% | -7.4% | +9.3% | +3.4% |
| 30D | +10.5% | -2.1% | +12.6% | +10.9% |
| 3M | +7.3% | +5.7% | +1.6% | +5.9% |
| 6M | +5.7% | +21.4% | -15.7% | +1.3% |
| YTD | +12.9% | +27.6% | -14.7% | +6.3% |
| 1Y | +8.6% | +36.1% | -27.5% | +0.7% |
| 3Y | +63.5% | +69.9% | -6.3% | +41.3% |
| 5Y | +52.4% | +59.7% | -7.3% | +31.8% |
| 10Y | +157.4% | +323.0% | -165.6% | +74.4% |
| All | +157.4% | +329.8% | -172.4% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling