-10.8%
DOW vs EXPE
+149.7%
-160.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.5% |
| 7D | -2.4% | -9.5% | +7.1% | +0.5% |
| 30D | +0.4% | -6.6% | +7.0% | +2.1% |
| 3M | -14.4% | +31.4% | -45.8% | -22.3% |
| 6M | -7.0% | +35.2% | -42.2% | -17.5% |
| YTD | +30.2% | +5.8% | +24.4% | +23.5% |
| 1Y | +29.2% | +38.7% | -9.5% | +10.6% |
| 3Y | -36.7% | +175.8% | -212.5% | -59.5% |
| 5Y | -37.7% | +111.8% | -149.5% | -59.9% |
| All | -10.8% | +149.7% | -160.5% | -60.5% |
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