-35.9%
DOW vs EXPE
+89.5%
-125.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.9% | +8.3% | +2.0% |
| 7D | -2.9% | -9.8% | +6.8% | -1.0% |
| 30D | +2.0% | -11.5% | +13.5% | +4.1% |
| 3M | -12.5% | +21.7% | -34.2% | -16.8% |
| 6M | -9.2% | +10.4% | -19.6% | -12.4% |
| YTD | +30.8% | -2.5% | +33.3% | +28.5% |
| 1Y | +29.4% | +27.3% | +2.1% | +18.3% |
| 3Y | -34.6% | +153.5% | -188.1% | -50.5% |
| 5Y | -35.9% | +91.1% | -127.0% | -51.9% |
| All | -35.9% | +89.5% | -125.4% | -51.9% |
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