+29.4%
EXPE vs ROK
+24.9%
+4.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -8.7% | -1.6% | -7.0% | -8.2% |
| 30D | -13.6% | -5.4% | -8.2% | -12.4% |
| 3M | +26.6% | -4.0% | +30.6% | +25.6% |
| 6M | +19.9% | +13.3% | +6.6% | +8.6% |
| YTD | -1.7% | +9.3% | -11.1% | -9.3% |
| 1Y | +29.4% | +25.8% | +3.6% | +10.9% |
| All | +29.4% | +24.9% | +4.6% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling