+2,748.5%
DE vs EXPE
+733.4%
+2,015.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +2.3% | -4.2% | +6.5% | +3.4% |
| 30D | +4.4% | -4.5% | +9.0% | +4.9% |
| 3M | +9.8% | -19.7% | +29.5% | +14.8% |
| 6M | +15.8% | +18.3% | -2.5% | +8.5% |
| YTD | +47.0% | -7.3% | +54.3% | +43.9% |
| 1Y | +42.8% | -3.9% | +46.7% | +38.1% |
| 3Y | +88.9% | +123.0% | -34.1% | +37.1% |
| 5Y | +101.9% | +47.9% | +53.9% | +55.4% |
| 10Y | +767.5% | +126.5% | +641.0% | +425.6% |
| All | +2,748.5% | +733.4% | +2,015.2% | +589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling