+26.1%
EXPE vs DG
+17.9%
+8.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | -11.5% | -4.8% | -6.7% | -10.6% |
| 30D | -13.1% | +1.8% | -14.8% | -13.3% |
| 3M | +18.1% | +14.5% | +3.7% | +15.9% |
| 6M | +13.3% | -13.6% | +26.8% | +11.4% |
| YTD | -3.2% | -4.8% | +1.6% | -6.0% |
| 1Y | +26.1% | +21.6% | +4.6% | +13.6% |
| All | +26.1% | +17.9% | +8.2% | +13.6% |
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