+153.5%
EXPE vs RJF
+76.7%
+76.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.9% | -7.3% |
| 7D | -9.8% | +1.8% | -11.5% | -10.6% |
| 30D | -11.5% | 0.0% | -11.5% | -11.5% |
| 3M | +21.7% | +18.0% | +3.7% | +11.3% |
| 6M | +10.4% | +17.0% | -6.6% | +1.0% |
| YTD | -2.5% | +11.1% | -13.7% | -8.9% |
| 1Y | +27.3% | +8.0% | +19.4% | +20.8% |
| 3Y | +153.5% | +73.3% | +80.2% | +87.9% |
| All | +153.5% | +76.7% | +76.8% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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