+742.3%
EXPE vs DG
+628.1%
+114.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -13.3% | +0.7% | -14.0% | -13.3% |
| 30D | -5.5% | +7.4% | -12.9% | -6.5% |
| 3M | -16.5% | +8.5% | -25.0% | -17.6% |
| 6M | +13.1% | +21.9% | -8.8% | +9.3% |
| YTD | -8.0% | +4.9% | -12.9% | -9.3% |
| 1Y | +1.1% | +40.4% | -39.3% | -5.6% |
| 3Y | +131.2% | +23.5% | +107.7% | +112.8% |
| 5Y | +39.8% | -32.3% | +72.1% | +45.2% |
| 10Y | +118.5% | +119.3% | -0.9% | +57.1% |
| All | +742.3% | +628.1% | +114.3% | +288.5% |
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