+868.7%
EXPE vs DG
+606.1%
+262.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | -9.5% | +8.4% | -17.9% | -10.9% |
| 30D | -6.6% | +4.9% | -11.6% | -7.5% |
| 3M | +31.4% | +29.3% | +2.0% | +25.5% |
| 6M | +35.2% | -11.3% | +46.5% | +37.2% |
| YTD | +5.8% | +1.8% | +4.1% | +4.7% |
| 1Y | +38.7% | +25.3% | +13.3% | +31.7% |
| 3Y | +175.8% | +9.1% | +166.7% | +160.0% |
| 5Y | +111.8% | -34.9% | +146.7% | +121.0% |
| 10Y | +179.7% | +108.2% | +71.6% | +102.9% |
| All | +868.7% | +606.1% | +262.6% | +348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling