+160.0%
EXPE vs DTE
+137.8%
+22.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.2% |
| 7D | -5.8% | -2.6% | -3.2% | -4.5% |
| 30D | -13.6% | -4.4% | -9.2% | -11.5% |
| 3M | +25.2% | -8.3% | +33.5% | +31.0% |
| 6M | +22.3% | -8.1% | +30.4% | +27.0% |
| YTD | -0.3% | +4.4% | -4.7% | -4.8% |
| 1Y | +27.8% | +0.2% | +27.6% | +25.2% |
| 3Y | +162.4% | +42.6% | +119.8% | +101.7% |
| 5Y | +95.8% | +31.5% | +64.4% | +55.4% |
| All | +160.0% | +137.8% | +22.2% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling