+160.0%
EXPE vs DGX
+255.3%
-95.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.9% |
| 7D | -5.8% | -0.9% | -4.9% | -5.5% |
| 30D | -13.6% | -1.2% | -12.5% | -13.3% |
| 3M | +25.2% | +15.8% | +9.4% | +19.1% |
| 6M | +22.3% | +18.2% | +4.2% | +15.5% |
| YTD | -0.3% | +37.2% | -37.5% | -10.9% |
| 1Y | +27.8% | +30.4% | -2.5% | +15.9% |
| 3Y | +162.4% | +96.7% | +65.7% | +102.0% |
| 5Y | +95.8% | +67.2% | +28.7% | +56.7% |
| All | +160.0% | +255.3% | -95.3% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling