-2.8%
EXPE vs DRI
+34.4%
-37.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.4% |
| 7D | -0.5% | +1.1% | -1.5% | -1.0% |
| 30D | -6.1% | +9.7% | -15.8% | -9.4% |
| 3M | -21.3% | +3.2% | -24.5% | -22.4% |
| 6M | +19.0% | +20.6% | -1.6% | +10.9% |
| YTD | -8.4% | +28.3% | -36.7% | -21.8% |
| 1Y | -2.8% | +34.5% | -37.3% | -21.9% |
| All | -2.8% | +34.4% | -37.2% | -21.9% |
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