+104.9%
EXPE vs ROP
-13.6%
+118.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | +0.8% |
| 7D | -9.5% | -4.4% | -5.1% | -6.7% |
| 30D | -6.6% | +3.2% | -9.9% | -8.8% |
| 3M | +31.4% | +23.1% | +8.3% | +13.0% |
| 6M | +35.2% | +13.3% | +21.9% | +23.2% |
| YTD | +5.8% | -7.9% | +13.7% | +11.3% |
| 1Y | +38.7% | -22.1% | +60.7% | +64.2% |
| 3Y | +175.8% | -16.8% | +192.6% | +207.6% |
| All | +104.9% | -13.6% | +118.5% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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