+47.9%
EXPE vs RL
+243.2%
-195.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | -4.2% | +2.4% | -6.6% | -5.6% |
| 30D | -4.5% | +4.6% | -9.1% | -6.4% |
| 3M | -19.7% | -1.1% | -18.6% | -18.9% |
| 6M | +18.3% | +16.5% | +1.8% | +7.5% |
| YTD | -7.3% | +11.4% | -18.7% | -14.5% |
| 1Y | -3.9% | +16.1% | -20.0% | -13.5% |
| 3Y | +123.0% | +252.6% | -129.6% | -6.0% |
| 5Y | +47.9% | +244.9% | -196.9% | -37.8% |
| All | +47.9% | +243.2% | -195.2% | -37.8% |
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