+153.1%
EXPE vs RBA
+182.6%
-29.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.0% | -5.9% | -7.1% |
| 7D | -9.8% | -1.1% | -8.7% | -9.3% |
| 30D | -11.5% | -13.2% | +1.7% | -6.7% |
| 3M | +21.7% | -21.4% | +43.1% | +32.2% |
| 6M | +10.4% | -20.9% | +31.2% | +19.2% |
| YTD | -2.5% | -19.9% | +17.3% | +4.5% |
| 1Y | +27.3% | -28.7% | +56.0% | +42.9% |
| 3Y | +153.5% | +27.4% | +126.1% | +127.6% |
| 5Y | +91.1% | +41.7% | +49.3% | +60.8% |
| 10Y | +153.1% | +189.6% | -36.5% | +58.5% |
| All | +153.1% | +182.6% | -29.4% | +58.5% |
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