+91.1%
EXPE vs ROK
+46.6%
+44.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.1% | -6.8% | -7.3% |
| 7D | -9.8% | +2.8% | -12.5% | -11.0% |
| 30D | -11.5% | -2.4% | -9.1% | -10.5% |
| 3M | +21.7% | -4.7% | +26.4% | +23.2% |
| 6M | +10.4% | +16.8% | -6.4% | -1.3% |
| YTD | -2.5% | +11.4% | -13.9% | -10.8% |
| 1Y | +27.3% | +26.2% | +1.2% | +8.5% |
| 3Y | +153.5% | +51.9% | +101.7% | +85.0% |
| 5Y | +91.1% | +46.4% | +44.7% | +23.5% |
| All | +91.1% | +46.6% | +44.4% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling