+135.5%
EXPE vs RL
+240.1%
-104.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.2% |
| 7D | -9.3% | -4.2% | -5.2% | -6.9% |
| 30D | +0.1% | +4.3% | -4.1% | -0.9% |
| 3M | -15.3% | -4.6% | -10.7% | -13.0% |
| 6M | +5.5% | +1.7% | +3.8% | +4.4% |
| YTD | -8.0% | +7.3% | -15.3% | -11.6% |
| 1Y | +18.9% | +20.8% | -1.9% | +8.1% |
| 3Y | +135.5% | +247.0% | -111.4% | +40.6% |
| All | +135.5% | +240.1% | -104.5% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling