+855.0%
EXPE vs DRI
+1,207.0%
-352.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -9.5% | +0.6% | -10.1% | -9.8% |
| 30D | -6.6% | +3.8% | -10.5% | -8.6% |
| 3M | +31.4% | +13.0% | +18.4% | +22.9% |
| 6M | +35.2% | +8.3% | +26.9% | +28.8% |
| YTD | +5.8% | +20.6% | -14.8% | -5.6% |
| 1Y | +38.7% | +6.5% | +32.2% | +31.9% |
| 3Y | +175.8% | +53.7% | +122.1% | +111.2% |
| 5Y | +111.8% | +72.7% | +39.2% | +54.1% |
| 10Y | +179.7% | +363.2% | -183.4% | +15.4% |
| All | +855.0% | +1,207.0% | -352.0% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling