+101.0%
EXPE vs DT
+75.7%
+25.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | +3.1% | -3.6% | -1.6% |
| 30D | -6.1% | -29.5% | +23.5% | +6.6% |
| 3M | -21.3% | -11.7% | -9.6% | -18.4% |
| 6M | +19.0% | +29.0% | -10.0% | +5.6% |
| YTD | -8.4% | +3.4% | -11.8% | -12.0% |
| 1Y | -2.8% | -4.2% | +1.4% | -4.0% |
| 3Y | +120.8% | -12.8% | +133.6% | +121.1% |
| 5Y | +46.2% | -39.6% | +85.8% | +56.8% |
| All | +101.0% | +75.7% | +25.3% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling