+131.2%
EXPE vs RRC
+51.7%
+79.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -13.3% | -10.3% | -3.0% | -12.0% |
| 30D | -5.5% | +19.5% | -25.0% | -8.5% |
| 3M | -16.5% | +27.9% | -44.4% | -20.1% |
| 6M | +13.1% | +21.2% | -8.1% | +8.9% |
| YTD | -8.0% | +39.6% | -47.6% | -15.2% |
| 1Y | +1.1% | +31.3% | -30.2% | -5.6% |
| 3Y | +131.2% | +51.9% | +79.2% | +100.5% |
| All | +131.2% | +51.7% | +79.4% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling