+726.6%
EXPE vs RJF
+1,620.5%
-893.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -0.5% | +3.6% | -4.1% | -2.2% |
| 30D | -6.1% | +7.2% | -13.3% | -9.0% |
| 3M | -21.3% | -6.5% | -14.8% | -18.5% |
| 6M | +19.0% | +10.3% | +8.7% | +13.4% |
| YTD | -8.4% | +6.5% | -14.9% | -11.6% |
| 1Y | -2.8% | +6.1% | -8.9% | -6.0% |
| 3Y | +120.8% | +74.9% | +45.9% | +65.2% |
| 5Y | +46.2% | +81.3% | -35.1% | +7.4% |
| 10Y | +123.8% | +332.3% | -208.5% | +6.2% |
| All | +726.6% | +1,620.5% | -893.9% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling