+118.5%
EXPE vs ROL
+222.1%
-103.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.6% |
| 7D | -13.3% | +7.5% | -20.8% | -15.2% |
| 30D | -5.5% | +21.1% | -26.6% | -10.5% |
| 3M | -16.5% | +3.1% | -19.6% | -17.4% |
| 6M | +13.1% | -27.4% | +40.5% | +22.9% |
| YTD | -8.0% | -34.7% | +26.7% | +2.8% |
| 1Y | +1.1% | -32.9% | +34.0% | +12.1% |
| 3Y | +131.2% | +6.1% | +125.0% | +122.7% |
| 5Y | +39.8% | +16.3% | +23.4% | +29.5% |
| 10Y | +118.5% | +214.9% | -96.4% | +21.7% |
| All | +118.5% | +222.1% | -103.6% | +21.7% |
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