+855.0%
EXPE vs ROL
+1,625.8%
-770.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -9.5% | -1.4% | -8.1% | -9.0% |
| 30D | -6.6% | -4.1% | -2.5% | -5.0% |
| 3M | +31.4% | -22.5% | +53.9% | +45.8% |
| 6M | +35.2% | -37.7% | +72.8% | +64.2% |
| YTD | +5.8% | -39.6% | +45.4% | +29.7% |
| 1Y | +38.7% | -36.0% | +74.7% | +65.2% |
| 3Y | +175.8% | -5.1% | +180.9% | +171.5% |
| 5Y | +111.8% | -3.4% | +115.2% | +100.7% |
| 10Y | +179.7% | +215.2% | -35.5% | +35.1% |
| All | +855.0% | +1,625.8% | -770.8% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling