+26.1%
EXPE vs DT
+1.4%
+24.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -11.5% | -0.5% | -11.0% | -11.3% |
| 30D | -13.1% | +0.1% | -13.1% | -13.3% |
| 3M | +18.1% | +24.1% | -6.0% | +7.1% |
| 6M | +13.3% | +30.1% | -16.8% | -1.0% |
| YTD | -3.2% | +16.8% | -20.0% | -12.0% |
| 1Y | +26.1% | -0.1% | +26.2% | +21.3% |
| All | +26.1% | +1.4% | +24.7% | +21.3% |
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