+39.5%
EXPE vs DT
-43.6%
+83.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.6% |
| 7D | -9.3% | -24.7% | +15.4% | +1.8% |
| 30D | +0.1% | -27.4% | +27.5% | +13.7% |
| 3M | -15.3% | -11.1% | -4.2% | -12.4% |
| 6M | +5.5% | +13.7% | -8.2% | -3.5% |
| YTD | -8.0% | +0.2% | -8.2% | -11.4% |
| 1Y | +18.9% | -5.7% | +24.6% | +17.6% |
| 3Y | +135.5% | -8.1% | +143.7% | +128.8% |
| All | +39.5% | -43.6% | +83.1% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling