+125.4%
EXPE vs RBA
+209.3%
-83.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -17.8% | +0.6% | -18.4% | -17.9% |
| 30D | -3.2% | +9.0% | -12.2% | -6.5% |
| 3M | -19.0% | +7.2% | -26.1% | -21.3% |
| 6M | +17.7% | -7.8% | +25.5% | +20.0% |
| YTD | -7.8% | -6.4% | -1.4% | -6.9% |
| 1Y | -1.4% | -4.2% | +2.8% | -1.2% |
| 3Y | +121.9% | +64.1% | +57.9% | +81.4% |
| 5Y | +44.3% | +48.4% | -4.1% | +18.6% |
| 10Y | +125.4% | +209.9% | -84.5% | +31.8% |
| All | +125.4% | +209.3% | -83.9% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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