+47.3%
EXPE vs RBA
+45.7%
+1.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | -0.5% | +1.7% | -2.2% | -1.2% |
| 30D | -6.1% | +8.3% | -14.4% | -9.1% |
| 3M | -21.3% | +10.5% | -31.9% | -24.6% |
| 6M | +19.0% | -5.9% | +24.9% | +20.1% |
| YTD | -8.4% | -6.9% | -1.6% | -7.6% |
| 1Y | -2.8% | -4.9% | +2.1% | -2.7% |
| 3Y | +120.8% | +64.5% | +56.3% | +81.9% |
| All | +47.3% | +45.7% | +1.5% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling