+156.4%
EXPE vs DD
+67.0%
+89.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.8% |
| 7D | -8.7% | -2.9% | -5.8% | -7.2% |
| 30D | -13.6% | -11.5% | -2.1% | -7.8% |
| 3M | +26.6% | -5.4% | +32.0% | +30.1% |
| 6M | +19.9% | -6.9% | +26.9% | +22.7% |
| YTD | -1.7% | +6.9% | -8.6% | -8.1% |
| 1Y | +29.4% | +35.6% | -6.2% | +5.1% |
| 3Y | +155.7% | +42.5% | +113.1% | +95.0% |
| 5Y | +93.1% | +58.5% | +34.6% | +37.0% |
| All | +156.4% | +67.0% | +89.4% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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