+755.9%
DE vs EXPE
+123.5%
+632.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +3.6% | -6.1% | +9.6% | +4.4% |
| 3M | +10.2% | -21.3% | +31.6% | +15.0% |
| 6M | +16.6% | +19.0% | -2.4% | +10.2% |
| YTD | +45.8% | -8.4% | +54.2% | +44.0% |
| 1Y | +43.9% | -2.8% | +46.7% | +39.7% |
| 3Y | +89.6% | +120.8% | -31.1% | +42.5% |
| 5Y | +100.3% | +46.2% | +54.1% | +59.7% |
| All | +755.9% | +123.5% | +632.4% | +399.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling