+38.7%
EXPE vs DRI
+6.9%
+31.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -9.5% | +0.6% | -10.1% | -9.7% |
| 30D | -6.6% | +3.8% | -10.5% | -7.9% |
| 3M | +31.4% | +13.0% | +18.4% | +26.2% |
| 6M | +35.2% | +8.3% | +26.9% | +30.9% |
| YTD | +5.8% | +20.6% | -14.8% | -3.3% |
| 1Y | +38.7% | +6.5% | +32.2% | +28.3% |
| All | +38.7% | +6.9% | +31.7% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling