+779.7%
EXPE vs DTE
+674.8%
+104.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.9% | -8.7% | -8.4% |
| 7D | -9.8% | +0.9% | -10.6% | -10.3% |
| 30D | -11.5% | -1.9% | -9.6% | -10.6% |
| 3M | +21.7% | -3.3% | +25.0% | +23.9% |
| 6M | +10.4% | -7.1% | +17.5% | +14.4% |
| YTD | -2.5% | +8.1% | -10.6% | -9.0% |
| 1Y | +27.3% | +5.3% | +22.1% | +20.9% |
| 3Y | +153.5% | +48.2% | +105.3% | +88.1% |
| 5Y | +91.1% | +33.2% | +57.9% | +49.0% |
| 10Y | +153.1% | +137.5% | +15.6% | +30.0% |
| All | +779.7% | +674.8% | +104.9% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling