-1.4%
DOW vs EXPE
+117.7%
-119.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.7% |
| 7D | -0.5% | -17.8% | +17.3% | +5.0% |
| 30D | +15.7% | -3.2% | +19.0% | +15.8% |
| 3M | +5.3% | -19.0% | +24.3% | +10.4% |
| 6M | -14.2% | +17.7% | -31.9% | -20.7% |
| YTD | +43.9% | -7.8% | +51.7% | +40.3% |
| 1Y | +53.1% | -1.4% | +54.4% | +45.7% |
| 3Y | -21.8% | +121.9% | -143.8% | -46.5% |
| 5Y | -28.3% | +44.3% | -72.6% | -46.4% |
| All | -1.4% | +117.7% | -119.1% | -55.1% |
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