+104.9%
EXPE vs RL
+238.1%
-133.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.8% |
| 7D | -9.5% | -0.8% | -8.7% | -9.2% |
| 30D | -6.6% | -7.8% | +1.1% | -2.7% |
| 3M | +31.4% | -4.0% | +35.4% | +33.5% |
| 6M | +35.2% | -1.9% | +37.1% | +33.4% |
| YTD | +5.8% | -0.2% | +6.0% | +3.3% |
| 1Y | +38.7% | +10.7% | +28.0% | +27.1% |
| 3Y | +175.8% | +210.8% | -35.0% | +25.6% |
| All | +104.9% | +238.1% | -133.2% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling