+855.0%
EXPE vs D
+321.8%
+533.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.0% |
| 7D | -9.5% | +0.4% | -10.0% | -9.8% |
| 30D | -6.6% | -3.6% | -3.1% | -5.0% |
| 3M | +31.4% | -1.0% | +32.4% | +31.9% |
| 6M | +35.2% | +6.3% | +28.9% | +30.0% |
| YTD | +5.8% | +14.7% | -8.9% | -2.5% |
| 1Y | +38.7% | +16.9% | +21.7% | +26.2% |
| 3Y | +175.8% | +56.8% | +119.0% | +109.3% |
| 5Y | +111.8% | +5.2% | +106.6% | +94.0% |
| 10Y | +179.7% | +35.9% | +143.9% | +104.2% |
| All | +855.0% | +321.8% | +533.2% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling