+88.3%
EXPE vs OMC
+29.1%
+59.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +1.5% |
| 7D | -11.5% | -4.2% | -7.3% | -9.2% |
| 30D | -13.1% | -7.5% | -5.6% | -8.9% |
| 3M | +18.1% | +4.6% | +13.5% | +14.1% |
| 6M | +13.3% | -4.8% | +18.1% | +15.9% |
| YTD | -3.2% | -1.0% | -2.2% | -4.0% |
| 1Y | +26.1% | +3.8% | +22.3% | +20.0% |
| 3Y | +151.7% | +10.2% | +141.5% | +118.6% |
| 5Y | +88.3% | +29.7% | +58.6% | +31.3% |
| All | +88.3% | +29.1% | +59.3% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling