+30,923.0%
EXPD vs DTE
+3,601.1%
+27,321.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -7.4% | +3.5% | -10.9% | -8.6% |
| 30D | -2.1% | +9.5% | -11.6% | -5.6% |
| 3M | +5.7% | +2.5% | +3.1% | +4.5% |
| 6M | +21.4% | +0.6% | +20.8% | +20.6% |
| YTD | +27.6% | +10.5% | +17.1% | +21.7% |
| 1Y | +36.1% | +3.3% | +32.8% | +33.2% |
| 3Y | +69.9% | +56.3% | +13.6% | +39.5% |
| 5Y | +59.7% | +44.9% | +14.7% | +33.9% |
| 10Y | +323.0% | +149.2% | +173.9% | +170.8% |
| All | +30,923.0% | +3,601.1% | +27,321.9% | +8,360.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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