+736.5%
EXPE vs ROK
+1,038.9%
-302.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -4.2% | +6.1% | -10.3% | -7.3% |
| 30D | -4.5% | -6.5% | +2.0% | -1.2% |
| 3M | -19.7% | -10.2% | -9.5% | -15.3% |
| 6M | +18.3% | -10.6% | +28.9% | +23.4% |
| YTD | -7.3% | +4.9% | -12.2% | -12.8% |
| 1Y | -3.9% | +3.8% | -7.7% | -9.0% |
| 3Y | +123.0% | +63.5% | +59.5% | +55.9% |
| 5Y | +47.9% | +30.9% | +17.0% | +16.2% |
| 10Y | +126.5% | +266.4% | -139.9% | -4.5% |
| All | +736.5% | +1,038.9% | -302.4% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling