-2.8%
EXPE vs ROL
-31.8%
+29.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -2.1% |
| 7D | -0.5% | +3.0% | -3.5% | -1.6% |
| 30D | -6.1% | +19.8% | -25.9% | -11.8% |
| 3M | -21.3% | +7.9% | -29.2% | -23.9% |
| 6M | +19.0% | -25.6% | +44.7% | +25.2% |
| YTD | -8.4% | -34.1% | +25.7% | -2.2% |
| 1Y | -2.8% | -31.4% | +28.6% | +0.7% |
| All | -2.8% | -31.8% | +29.0% | +0.7% |
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 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