+120.8%
EXPE vs DRI
+68.2%
+52.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.5% |
| 3M | -21.3% | +3.2% | -24.5% | -22.3% |
| 6M | +19.0% | +20.6% | -1.6% | +9.9% |
| YTD | -8.4% | +28.3% | -36.7% | -18.7% |
| 1Y | -2.8% | +34.5% | -37.3% | -15.6% |
| 3Y | +120.8% | +66.5% | +54.2% | +69.0% |
| All | +120.8% | +68.2% | +52.5% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling