+39.8%
EXPE vs RMD
-6.0%
+45.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -13.3% | +1.2% | -14.5% | -13.5% |
| 30D | -5.5% | +2.5% | -8.0% | -6.3% |
| 3M | -16.5% | +11.5% | -28.0% | -19.6% |
| 6M | +13.1% | +14.7% | -1.6% | +7.6% |
| YTD | -8.0% | -1.3% | -6.7% | -8.5% |
| 1Y | +1.1% | -5.3% | +6.4% | +2.0% |
| 3Y | +131.2% | +68.8% | +62.4% | +81.9% |
| 5Y | +39.8% | -5.9% | +45.6% | +39.5% |
| All | +39.8% | -6.0% | +45.8% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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