+5,283.0%
O vs EXPD
+18,828.1%
-13,545.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +4.9% | +1.6% |
| 7D | +4.5% | -4.8% | +9.3% | +5.7% |
| 30D | +10.2% | -1.5% | +11.7% | +10.5% |
| 3M | -3.8% | +4.1% | -7.9% | -4.9% |
| 6M | -3.8% | +24.0% | -27.9% | -9.1% |
| YTD | +10.3% | +27.4% | -17.1% | +2.8% |
| 1Y | +11.9% | +38.4% | -26.5% | +2.1% |
| 3Y | +38.1% | +73.2% | -35.1% | +17.4% |
| 5Y | +11.1% | +59.9% | -48.8% | -5.0% |
| 10Y | +72.7% | +319.9% | -247.2% | +15.2% |
| All | +5,283.0% | +18,828.1% | -13,545.1% | +2,668.7% |
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