+50.0%
EXPE vs OMC
+24.5%
+25.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +5.2% | +5.3% | +7.7% |
| 7D | +14.6% | +12.5% | +2.1% | +8.0% |
| 30D | +21.4% | +16.3% | +5.1% | +12.7% |
| 3M | +1.4% | +8.1% | -6.7% | -2.6% |
| 6M | +28.6% | +17.2% | +11.4% | +18.5% |
| YTD | +12.1% | +11.8% | +0.4% | +9.3% |
| 1Y | +50.0% | +23.9% | +26.1% | +38.1% |
| All | +50.0% | +24.5% | +25.5% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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