+107.4%
EXPE vs DD
+62.1%
+45.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.9% |
| 7D | -9.5% | -3.5% | -6.0% | -7.7% |
| 30D | -6.6% | -10.3% | +3.7% | -1.0% |
| 3M | +31.4% | -7.5% | +38.9% | +36.7% |
| 6M | +35.2% | -8.0% | +43.2% | +38.9% |
| YTD | +5.8% | +10.5% | -4.7% | -3.6% |
| 1Y | +38.7% | +38.3% | +0.4% | +9.3% |
| 3Y | +175.8% | +42.5% | +133.3% | +103.9% |
| All | +107.4% | +62.1% | +45.4% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling