+131.2%
EXPE vs DG
+21.7%
+109.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | -13.3% | +0.7% | -14.0% | -13.3% |
| 30D | -5.5% | +7.4% | -12.9% | -5.8% |
| 3M | -16.5% | +8.5% | -25.0% | -16.8% |
| 6M | +13.1% | +21.9% | -8.8% | +12.2% |
| YTD | -8.0% | +4.9% | -12.9% | -9.1% |
| 1Y | +1.1% | +40.4% | -39.3% | 0.0% |
| 3Y | +131.2% | +23.5% | +107.7% | +122.0% |
| All | +131.2% | +21.7% | +109.5% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling