+185.7%
EXPE vs DT
+8.9%
+176.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.0% |
| 7D | -9.5% | -3.3% | -6.2% | -8.4% |
| 30D | -6.6% | +2.0% | -8.7% | -7.8% |
| 3M | +31.4% | +20.0% | +11.4% | +20.4% |
| 6M | +35.2% | +39.3% | -4.1% | +14.1% |
| YTD | +5.8% | +19.8% | -13.9% | -4.6% |
| 1Y | +38.7% | +4.3% | +34.4% | +32.4% |
| All | +185.7% | +8.9% | +176.8% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling