+135.5%
EXPE vs RBA
+42.3%
+93.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.5% | -4.3% |
| 7D | -9.3% | +4.3% | -13.6% | -10.8% |
| 30D | +0.1% | +16.3% | -16.2% | -6.0% |
| 3M | -15.3% | +1.3% | -16.6% | -16.0% |
| 6M | +5.5% | -11.1% | +16.5% | +9.0% |
| YTD | -8.0% | -8.5% | +0.5% | -6.8% |
| 1Y | +18.9% | -2.1% | +21.0% | +17.2% |
| 3Y | +135.5% | +44.6% | +91.0% | +125.8% |
| All | +135.5% | +42.3% | +93.2% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling