+27.8%
EXPE vs DTE
+1.0%
+26.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.2% |
| 7D | -5.8% | -2.6% | -3.2% | -6.2% |
| 30D | -13.6% | -4.4% | -9.2% | -14.3% |
| 3M | +25.2% | -8.3% | +33.5% | +23.8% |
| 6M | +22.3% | -8.1% | +30.4% | +21.3% |
| YTD | -0.3% | +4.4% | -4.7% | -4.2% |
| 1Y | +27.8% | +0.2% | +27.6% | +26.5% |
| All | +27.8% | +1.0% | +26.9% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling