+135.5%
EXPE vs DD
+78.0%
+57.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.3% |
| 7D | -9.3% | +4.6% | -14.0% | -11.0% |
| 30D | +0.1% | +11.8% | -11.6% | -4.3% |
| 3M | -15.3% | +2.2% | -17.5% | -16.2% |
| 6M | +5.5% | -1.6% | +7.1% | +5.4% |
| YTD | -8.0% | +23.0% | -31.0% | -18.2% |
| 1Y | +18.9% | +26.9% | -8.1% | +4.3% |
| 3Y | +135.5% | +77.9% | +57.7% | +64.6% |
| All | +135.5% | +78.0% | +57.6% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling