+93.1%
EXPE vs DGX
+59.5%
+33.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.0% |
| 7D | -8.7% | -3.5% | -5.2% | -8.0% |
| 30D | -13.6% | -2.7% | -11.0% | -13.1% |
| 3M | +26.6% | +13.9% | +12.8% | +23.3% |
| 6M | +19.9% | +16.0% | +3.9% | +16.3% |
| YTD | -1.7% | +34.9% | -36.6% | -7.8% |
| 1Y | +29.4% | +30.6% | -1.1% | +21.9% |
| 3Y | +155.7% | +93.0% | +62.7% | +120.5% |
| 5Y | +93.1% | +64.4% | +28.7% | +72.7% |
| All | +93.1% | +59.5% | +33.6% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling