+27.3%
EXPE vs ROL
-37.3%
+64.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.5% | -5.3% | -7.2% |
| 7D | -9.8% | -3.4% | -6.3% | -8.9% |
| 30D | -11.5% | -6.9% | -4.6% | -9.8% |
| 3M | +21.7% | -24.6% | +46.3% | +29.6% |
| 6M | +10.4% | -39.5% | +49.9% | +23.4% |
| YTD | -2.5% | -41.1% | +38.6% | +9.7% |
| 1Y | +27.3% | -37.9% | +65.3% | +41.8% |
| All | +27.3% | -37.3% | +64.6% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling