+2,714.2%
DUK vs EXPD
+30,988.6%
-28,274.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.1% |
| 7D | -0.2% | -5.5% | +5.3% | +0.4% |
| 30D | +9.8% | -1.9% | +11.7% | +10.0% |
| 3M | +3.5% | +6.1% | -2.6% | +2.7% |
| 6M | +5.0% | +21.6% | -16.6% | +2.4% |
| YTD | +12.2% | +27.9% | -15.7% | +8.4% |
| 1Y | +7.2% | +39.4% | -32.2% | +2.5% |
| 3Y | +63.0% | +72.7% | -9.6% | +50.9% |
| 5Y | +52.3% | +60.3% | -8.0% | +41.2% |
| 10Y | +148.5% | +332.6% | -184.0% | +104.5% |
| All | +2,714.2% | +30,988.6% | -28,274.4% | +1,743.7% |
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 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