+107.4%
DE vs EXPE
+42.3%
+65.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | +2.3% | -17.8% | +20.0% | +4.8% |
| 30D | +9.3% | -3.2% | +12.6% | +9.5% |
| 3M | +12.2% | -19.0% | +31.2% | +14.8% |
| 6M | +18.1% | +17.7% | +0.4% | +14.1% |
| YTD | +49.8% | -7.8% | +57.5% | +48.9% |
| 1Y | +46.4% | -1.4% | +47.7% | +43.6% |
| 3Y | +92.5% | +121.9% | -29.4% | +57.5% |
| 5Y | +107.4% | +44.3% | +63.1% | +71.9% |
| All | +107.4% | +42.3% | +65.1% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling