+153.1%
EXPE vs DAR
+367.0%
-213.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.9% | -10.8% | -9.0% |
| 7D | -9.8% | -0.9% | -8.9% | -9.6% |
| 30D | -11.5% | +13.0% | -24.5% | -15.9% |
| 3M | +21.7% | +15.0% | +6.7% | +13.7% |
| 6M | +10.4% | +26.8% | -16.5% | -1.6% |
| YTD | -2.5% | +86.4% | -89.0% | -25.8% |
| 1Y | +27.3% | +115.1% | -87.8% | -9.7% |
| 3Y | +153.5% | +14.6% | +138.9% | +121.4% |
| 5Y | +91.1% | -8.8% | +99.9% | +76.8% |
| 10Y | +153.1% | +356.5% | -203.4% | +14.8% |
| All | +153.1% | +367.0% | -213.9% | +14.8% |
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