+154.8%
EXPE vs DTE
+47.2%
+107.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -11.5% | 0.0% | -11.5% | -11.5% |
| 30D | -13.1% | -0.5% | -12.5% | -13.0% |
| 3M | +18.1% | -6.0% | +24.2% | +19.4% |
| 6M | +13.3% | -7.2% | +20.5% | +14.6% |
| YTD | -3.2% | +7.2% | -10.4% | -6.3% |
| 1Y | +26.1% | +4.1% | +22.1% | +23.4% |
| All | +154.8% | +47.2% | +107.6% | +121.1% |
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