+45.6%
DE vs EXPE
+28.4%
+17.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.2% |
| 7D | -2.4% | -8.7% | +6.3% | -2.7% |
| 30D | +9.7% | -13.6% | +23.3% | +9.1% |
| 3M | +21.4% | +26.6% | -5.3% | +22.6% |
| 6M | +15.0% | +19.9% | -4.9% | +15.9% |
| YTD | +46.4% | -1.7% | +48.1% | +48.4% |
| 1Y | +45.6% | +29.4% | +16.2% | +49.8% |
| All | +45.6% | +28.4% | +17.2% | +49.8% |
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