+125.4%
EXPE vs DG
+111.9%
+13.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -17.8% | -3.0% | -14.8% | -17.4% |
| 30D | -3.2% | +8.6% | -11.8% | -4.0% |
| 3M | -19.0% | +15.0% | -34.0% | -20.2% |
| 6M | +17.7% | +32.7% | -15.0% | +14.3% |
| YTD | -7.8% | +5.5% | -13.3% | -8.8% |
| 1Y | -1.4% | +34.6% | -36.0% | -5.0% |
| 3Y | +121.9% | +24.2% | +97.7% | +111.3% |
| 5Y | +44.3% | -32.3% | +76.5% | +50.5% |
| 10Y | +125.4% | +111.1% | +14.3% | +92.4% |
| All | +125.4% | +111.9% | +13.5% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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