+46.1%
DE vs EXPE
+48.9%
-2.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.5% | -8.9% | +1.8% |
| 7D | +5.6% | +14.6% | -9.1% | +5.9% |
| 30D | -0.8% | +21.4% | -22.2% | -0.3% |
| 3M | +9.8% | +1.4% | +8.5% | +9.8% |
| 6M | +17.5% | +28.6% | -11.1% | +18.6% |
| YTD | +46.5% | +12.1% | +34.3% | +49.5% |
| 1Y | +46.1% | +50.0% | -3.9% | +48.7% |
| All | +46.1% | +48.9% | -2.8% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling