+135.5%
EXPE vs D
+79.5%
+56.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.6% |
| 7D | -9.3% | +3.0% | -12.3% | -9.7% |
| 30D | +0.1% | +11.5% | -11.3% | -1.2% |
| 3M | -15.3% | +3.7% | -19.0% | -15.8% |
| 6M | +5.5% | +13.5% | -8.1% | +3.8% |
| YTD | -8.0% | +20.7% | -28.7% | -10.6% |
| 1Y | +18.9% | +18.2% | +0.6% | +15.8% |
| 3Y | +135.5% | +73.3% | +62.2% | +117.8% |
| All | +135.5% | +79.5% | +56.0% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling