-1.4%
EXPE vs DG
+39.7%
-41.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -17.8% | -3.0% | -14.8% | -16.8% |
| 30D | -3.2% | +8.6% | -11.8% | -4.8% |
| 3M | -19.0% | +15.0% | -34.0% | -21.1% |
| 6M | +17.7% | +32.7% | -15.0% | +13.0% |
| YTD | -7.8% | +5.5% | -13.3% | -13.0% |
| 1Y | -1.4% | +34.6% | -36.0% | -7.6% |
| All | -1.4% | +39.7% | -41.0% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling