+122.3%
EXPE vs OMC
+31.0%
+91.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | -17.8% | +1.6% | -19.3% | -18.4% |
| 30D | -3.2% | +15.3% | -18.6% | -10.0% |
| 3M | -19.0% | +4.5% | -23.4% | -20.8% |
| 6M | +17.7% | +20.8% | -3.0% | +6.2% |
| YTD | -7.8% | +13.5% | -21.3% | -13.8% |
| 1Y | -1.4% | +25.2% | -26.6% | -12.9% |
| All | +122.3% | +31.0% | +91.3% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling