+156.4%
EXPE vs OMC
+35.0%
+121.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.7% |
| 7D | -8.7% | -6.2% | -2.4% | -4.9% |
| 30D | -13.6% | -7.6% | -6.1% | -9.5% |
| 3M | +26.6% | +7.4% | +19.3% | +20.4% |
| 6M | +19.9% | +0.1% | +19.8% | +18.8% |
| YTD | -1.7% | +0.4% | -2.1% | -3.7% |
| 1Y | +29.4% | +7.8% | +21.7% | +20.1% |
| 3Y | +155.7% | +11.8% | +143.8% | +125.8% |
| 5Y | +93.1% | +32.5% | +60.6% | +50.6% |
| All | +156.4% | +35.0% | +121.4% | +75.9% |
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