+120.8%
EXPE vs D
+73.4%
+47.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.5% | -1.4% | +0.9% | -0.3% |
| 30D | -6.1% | +7.7% | -13.8% | -6.9% |
| 3M | -21.3% | -0.3% | -21.0% | -21.4% |
| 6M | +19.0% | +10.1% | +8.9% | +17.7% |
| YTD | -8.4% | +19.1% | -27.5% | -10.8% |
| 1Y | -2.8% | +15.9% | -18.7% | -4.9% |
| 3Y | +120.8% | +75.0% | +45.7% | +103.3% |
| All | +120.8% | +73.4% | +47.4% | +103.3% |
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