+730.4%
EXPE vs RRC
+167.6%
+562.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -13.3% | -10.3% | -3.0% | -11.4% |
| 30D | -5.5% | +19.5% | -25.0% | -9.3% |
| 3M | -16.5% | +27.9% | -44.4% | -21.1% |
| 6M | +13.1% | +21.2% | -8.1% | +7.6% |
| YTD | -8.0% | +39.6% | -47.6% | -15.6% |
| 1Y | +1.1% | +31.3% | -30.2% | -6.4% |
| 3Y | +131.2% | +51.9% | +79.2% | +104.6% |
| 5Y | +39.8% | +110.2% | -70.4% | +10.1% |
| 10Y | +118.5% | +56.7% | +61.8% | +54.6% |
| All | +730.4% | +167.6% | +562.9% | +375.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling