+153.1%
EXPE vs ROL
+203.4%
-50.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.5% | -5.3% | -7.2% |
| 7D | -9.8% | -3.4% | -6.3% | -8.8% |
| 30D | -11.5% | -6.9% | -4.6% | -9.7% |
| 3M | +21.7% | -24.6% | +46.3% | +31.3% |
| 6M | +10.4% | -39.5% | +49.9% | +26.4% |
| YTD | -2.5% | -41.1% | +38.6% | +12.2% |
| 1Y | +27.3% | -37.9% | +65.3% | +44.1% |
| 3Y | +153.5% | +0.8% | +152.7% | +148.4% |
| 5Y | +91.1% | -4.7% | +95.8% | +86.7% |
| 10Y | +153.1% | +207.9% | -54.8% | +69.6% |
| All | +153.1% | +203.4% | -50.3% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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