+27.3%
EXPE vs DRI
+4.8%
+22.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.8% | -6.1% | -7.2% |
| 7D | -9.8% | -1.2% | -8.5% | -9.3% |
| 30D | -11.5% | -0.4% | -11.1% | -11.3% |
| 3M | +21.7% | +9.5% | +12.2% | +18.2% |
| 6M | +10.4% | +6.5% | +3.9% | +7.6% |
| YTD | -2.5% | +18.4% | -21.0% | -10.2% |
| 1Y | +27.3% | +4.2% | +23.1% | +18.9% |
| All | +27.3% | +4.8% | +22.5% | +18.9% |
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