+39.8%
EXPE vs RRC
+111.3%
-71.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -13.3% | -10.3% | -3.0% | -11.6% |
| 30D | -5.5% | +19.5% | -25.0% | -8.9% |
| 3M | -16.5% | +27.9% | -44.4% | -20.6% |
| 6M | +13.1% | +21.2% | -8.1% | +8.2% |
| YTD | -8.0% | +39.6% | -47.6% | -15.2% |
| 1Y | +1.1% | +31.3% | -30.2% | -5.8% |
| 3Y | +131.2% | +51.9% | +79.2% | +105.1% |
| 5Y | +39.8% | +110.2% | -70.4% | +19.0% |
| All | +39.8% | +111.3% | -71.5% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling