+29.5%
DOW vs EXPE
+26.4%
+3.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -6.0% | -11.5% | +5.5% | -6.0% |
| 30D | -2.7% | -13.1% | +10.3% | -2.7% |
| 3M | -10.5% | +18.1% | -28.6% | -10.9% |
| 6M | -12.4% | +13.3% | -25.7% | -12.6% |
| YTD | +30.0% | -3.2% | +33.3% | +30.1% |
| All | +29.5% | +26.4% | +3.0% | +22.3% |
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