+730.4%
EXPE vs RBA
+991.3%
-260.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.0% |
| 7D | -13.3% | +2.5% | -15.8% | -14.1% |
| 30D | -5.5% | +11.6% | -17.1% | -9.4% |
| 3M | -16.5% | +1.5% | -18.0% | -17.2% |
| 6M | +13.1% | -6.6% | +19.7% | +14.8% |
| YTD | -8.0% | -6.3% | -1.7% | -7.1% |
| 1Y | +1.1% | -4.0% | +5.0% | +1.3% |
| 3Y | +131.2% | +47.3% | +83.9% | +95.1% |
| 5Y | +39.8% | +47.7% | -7.9% | +14.9% |
| 10Y | +118.5% | +224.7% | -106.3% | +26.3% |
| All | +730.4% | +991.3% | -260.9% | +216.1% |
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