+855.0%
EXPE vs RBA
+851.9%
+3.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -9.5% | -2.9% | -6.6% | -8.5% |
| 30D | -6.6% | -12.3% | +5.7% | -2.1% |
| 3M | +31.4% | -20.5% | +51.9% | +41.9% |
| 6M | +35.2% | -18.5% | +53.7% | +44.4% |
| YTD | +5.8% | -18.2% | +24.0% | +12.5% |
| 1Y | +38.7% | -27.5% | +66.2% | +54.6% |
| 3Y | +175.8% | +38.1% | +137.7% | +138.6% |
| 5Y | +111.8% | +44.8% | +67.0% | +75.4% |
| 10Y | +179.7% | +187.1% | -7.4% | +69.2% |
| All | +855.0% | +851.9% | +3.1% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling