+104.9%
EXPE vs DT
-27.0%
+131.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.8% |
| 6M | +35.2% | +39.3% | -4.1% | +15.0% |
| YTD | +5.8% | +19.8% | -13.9% | -4.1% |
| 1Y | +38.7% | +4.3% | +34.4% | +32.8% |
| 3Y | +175.8% | +7.7% | +168.1% | +154.3% |
| All | +104.9% | -27.0% | +131.8% | +81.7% |
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