+730.7%
EXPE vs DAR
+1,173.9%
-443.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.6% |
| 7D | -9.3% | -9.9% | +0.6% | -6.4% |
| 30D | +0.1% | -16.4% | +16.5% | +5.4% |
| 3M | -15.3% | -17.1% | +1.7% | -11.2% |
| 6M | +5.5% | -20.5% | +25.9% | +11.1% |
| YTD | -8.0% | +39.4% | -47.4% | -19.2% |
| 1Y | +18.9% | +57.2% | -38.4% | +0.4% |
| 3Y | +135.5% | +13.9% | +121.7% | +109.8% |
| 5Y | +44.3% | -40.8% | +85.1% | +54.1% |
| 10Y | +117.7% | +276.2% | -158.5% | +30.2% |
| All | +730.7% | +1,173.9% | -443.2% | +252.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling