+50.0%
EXPE vs DT
-5.1%
+55.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.5% | +11.1% | +10.7% |
| 7D | +14.6% | -25.5% | +40.2% | +26.3% |
| 30D | +21.4% | -22.3% | +43.7% | +31.2% |
| 3M | +1.4% | +2.3% | -1.0% | -2.8% |
| 6M | +28.6% | +20.7% | +7.9% | +13.0% |
| YTD | +12.1% | +7.9% | +4.2% | +3.7% |
| 1Y | +50.0% | -5.7% | +55.8% | +55.3% |
| All | +50.0% | -5.1% | +55.1% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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