+97.7%
EXPE vs DT
+70.5%
+27.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -11.2% | -7.5% | -3.7% | -8.3% |
| 30D | -7.5% | -31.5% | +24.1% | +6.1% |
| 3M | -19.1% | -14.0% | -5.1% | -15.3% |
| 6M | +10.7% | +6.9% | +3.9% | +5.4% |
| YTD | -9.9% | +0.3% | -10.3% | -12.5% |
| 1Y | -4.6% | -6.9% | +2.3% | -4.8% |
| 3Y | +116.8% | -13.9% | +130.7% | +118.2% |
| 5Y | +38.6% | -39.9% | +78.5% | +49.1% |
| All | +97.7% | +70.5% | +27.2% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling