+158.0%
EXPE vs ROK
+343.9%
-185.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -11.5% | +0.2% | -11.7% | -11.6% |
| 30D | -13.1% | -1.8% | -11.3% | -12.2% |
| 3M | +18.1% | -7.2% | +25.3% | +21.6% |
| 6M | +13.3% | +14.2% | -0.9% | +2.3% |
| YTD | -3.2% | +10.6% | -13.8% | -11.4% |
| 1Y | +26.1% | +25.9% | +0.2% | +6.9% |
| 3Y | +151.7% | +50.8% | +100.9% | +83.0% |
| 5Y | +88.3% | +47.0% | +41.3% | +34.7% |
| 10Y | +158.0% | +354.9% | -196.9% | +15.1% |
| All | +158.0% | +343.9% | -185.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling