+39.5%
EXPE vs ROL
+13.1%
+26.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.2% |
| 7D | -9.3% | +9.5% | -18.8% | -12.0% |
| 30D | +0.1% | +22.9% | -22.8% | -6.3% |
| 3M | -15.3% | +3.5% | -18.9% | -16.5% |
| 6M | +5.5% | -29.4% | +34.9% | +16.7% |
| YTD | -8.0% | -36.1% | +28.1% | +4.7% |
| 1Y | +18.9% | -34.4% | +53.2% | +34.1% |
| 3Y | +135.5% | +4.0% | +131.5% | +124.1% |
| All | +39.5% | +13.1% | +26.4% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling