+855.0%
EXPE vs DD
+177.4%
+677.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.9% |
| 7D | -9.5% | -3.5% | -6.0% | -7.8% |
| 30D | -6.6% | -10.3% | +3.7% | -1.1% |
| 3M | +31.4% | -7.5% | +38.9% | +36.6% |
| 6M | +35.2% | -8.0% | +43.2% | +38.9% |
| YTD | +5.8% | +10.5% | -4.7% | -2.2% |
| 1Y | +38.7% | +38.3% | +0.4% | +13.0% |
| 3Y | +175.8% | +42.5% | +133.3% | +115.0% |
| 5Y | +111.8% | +60.2% | +51.7% | +54.4% |
| 10Y | +179.7% | +68.9% | +110.9% | +82.0% |
| All | +855.0% | +177.4% | +677.6% | +256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling