+855.0%
EXPE vs RL
+857.7%
-2.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.6% |
| 7D | -9.5% | -0.8% | -8.7% | -9.2% |
| 30D | -6.6% | -7.8% | +1.1% | -3.2% |
| 3M | +31.4% | -4.0% | +35.4% | +33.3% |
| 6M | +35.2% | -1.9% | +37.1% | +33.9% |
| YTD | +5.8% | -0.2% | +6.0% | +3.9% |
| 1Y | +38.7% | +10.7% | +28.0% | +29.4% |
| 3Y | +175.8% | +210.8% | -35.0% | +51.9% |
| 5Y | +111.8% | +238.2% | -126.4% | +10.6% |
| 10Y | +179.7% | +313.4% | -133.7% | +17.6% |
| All | +855.0% | +857.7% | -2.7% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling