+855.0%
EXPE vs OMC
+250.8%
+604.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | 0.0% |
| 7D | -9.5% | -6.4% | -3.1% | -5.6% |
| 30D | -6.6% | +1.1% | -7.7% | -7.6% |
| 3M | +31.4% | +10.4% | +21.0% | +21.8% |
| 6M | +35.2% | -1.7% | +36.9% | +35.2% |
| YTD | +5.8% | +4.4% | +1.4% | +0.2% |
| 1Y | +38.7% | +8.4% | +30.2% | +26.6% |
| 3Y | +175.8% | +14.4% | +161.4% | +136.1% |
| 5Y | +111.8% | +33.9% | +78.0% | +59.3% |
| 10Y | +179.7% | +34.9% | +144.9% | +93.2% |
| All | +855.0% | +250.8% | +604.2% | +208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling