+129.3%
EXPE vs OMC
+54.5%
+74.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | -17.8% | +1.6% | -19.3% | -18.5% |
| 30D | -3.2% | +15.3% | -18.6% | -11.2% |
| 3M | -19.0% | +4.5% | -23.4% | -21.1% |
| 6M | +17.7% | +20.8% | -3.0% | +3.9% |
| YTD | -7.8% | +13.5% | -21.3% | -16.1% |
| 1Y | -1.4% | +25.2% | -26.6% | -16.0% |
| 3Y | +121.9% | +30.5% | +91.5% | +77.9% |
| 5Y | +44.3% | +52.7% | -8.4% | +3.2% |
| All | +129.3% | +54.5% | +74.7% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling