-3.9%
EXPE vs RBA
-5.6%
+1.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | -4.2% | -0.5% | -3.6% | -4.0% |
| 30D | -4.5% | +6.8% | -11.4% | -6.8% |
| 3M | -19.7% | +9.5% | -29.2% | -22.5% |
| 6M | +18.3% | -8.2% | +26.5% | +18.4% |
| YTD | -7.3% | -7.7% | +0.4% | -14.3% |
| 1Y | -3.9% | -6.9% | +3.0% | -12.6% |
| All | -3.9% | -5.6% | +1.7% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling