+2,541.1%
DUK vs EXPD
+30,859.1%
-28,318.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -1.7% | +4.1% | -5.7% | -2.2% |
| 3M | -0.4% | +17.9% | -18.3% | -2.4% |
| 6M | -7.2% | +29.2% | -36.5% | -10.2% |
| YTD | +5.3% | +27.4% | -22.1% | +1.8% |
| 1Y | +3.0% | +56.8% | -53.9% | -3.0% |
| 3Y | +53.1% | +68.0% | -15.0% | +42.2% |
| 5Y | +37.9% | +61.9% | -23.9% | +27.7% |
| 10Y | +124.8% | +316.0% | -191.2% | +85.9% |
| All | +2,541.1% | +30,859.1% | -28,318.0% | +1,632.5% |
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 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