+120.8%
EXPE vs DTE
+57.1%
+63.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.5% | +3.4% | -3.9% | -1.3% |
| 30D | -6.1% | +8.9% | -15.0% | -7.4% |
| 3M | -21.3% | +1.1% | -22.4% | -21.6% |
| 6M | +19.0% | +0.1% | +18.9% | +18.6% |
| YTD | -8.4% | +11.1% | -19.5% | -12.0% |
| 1Y | -2.8% | +4.9% | -7.7% | -4.8% |
| 3Y | +120.8% | +58.6% | +62.2% | +89.9% |
| All | +120.8% | +57.1% | +63.6% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling