+2,803.5%
DE vs EXPE
+851.4%
+1,952.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +10.0% | -9.5% | +19.6% | +12.8% |
| 30D | +13.3% | -6.6% | +20.0% | +15.1% |
| 3M | +17.5% | +31.4% | -13.9% | +8.3% |
| 6M | +13.6% | +35.2% | -21.6% | +2.6% |
| YTD | +49.8% | +5.8% | +44.0% | +43.1% |
| 1Y | +47.9% | +38.7% | +9.2% | +29.5% |
| 3Y | +72.5% | +175.8% | -103.3% | +18.4% |
| 5Y | +90.2% | +111.8% | -21.6% | +32.4% |
| 10Y | +865.4% | +179.7% | +685.7% | +456.0% |
| All | +2,803.5% | +851.4% | +1,952.0% | +585.2% |
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