+118.5%
EXPE vs RL
+397.7%
-279.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.9% | -2.9% |
| 7D | -13.3% | +0.2% | -13.6% | -13.1% |
| 30D | -5.5% | +7.3% | -12.8% | -8.3% |
| 3M | -16.5% | +1.0% | -17.5% | -16.6% |
| 6M | +13.1% | +11.8% | +1.3% | +6.4% |
| YTD | -8.0% | +13.6% | -21.6% | -14.8% |
| 1Y | +1.1% | +24.0% | -22.9% | -10.3% |
| 3Y | +131.2% | +256.6% | -125.4% | +18.1% |
| 5Y | +39.8% | +240.2% | -200.5% | -28.4% |
| 10Y | +118.5% | +373.0% | -254.5% | -4.3% |
| All | +118.5% | +397.7% | -279.2% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling