+118.5%
EXPE vs DAR
+288.2%
-169.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -1.7% |
| 7D | -13.3% | -2.8% | -10.6% | -12.4% |
| 30D | -5.5% | -12.8% | +7.3% | -1.1% |
| 3M | -16.5% | -11.6% | -4.9% | -13.6% |
| 6M | +13.1% | -16.8% | +29.9% | +18.3% |
| YTD | -8.0% | +45.9% | -53.9% | -23.8% |
| 1Y | +1.1% | +61.5% | -60.4% | -19.9% |
| 3Y | +131.2% | +23.0% | +108.2% | +91.2% |
| 5Y | +39.8% | -35.8% | +75.6% | +48.5% |
| 10Y | +118.5% | +280.4% | -161.9% | +5.4% |
| All | +118.5% | +288.2% | -169.8% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling