+135.5%
EXPE vs DRI
+66.4%
+69.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.4% |
| 7D | -9.3% | +2.8% | -12.1% | -10.2% |
| 30D | +0.1% | +13.3% | -13.1% | -4.7% |
| 3M | -15.3% | +8.2% | -23.5% | -18.0% |
| 6M | +5.5% | +17.5% | -12.1% | -1.6% |
| YTD | -8.0% | +26.9% | -34.9% | -17.9% |
| 1Y | +18.9% | +31.6% | -12.7% | +4.2% |
| 3Y | +135.5% | +67.0% | +68.6% | +77.9% |
| All | +135.5% | +66.4% | +69.1% | +77.9% |
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 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