+160.0%
EXPE vs RRX
+228.4%
-68.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | -0.1% |
| 7D | -5.8% | -0.3% | -5.4% | -5.7% |
| 30D | -13.6% | -6.1% | -7.5% | -11.5% |
| 3M | +25.2% | -23.1% | +48.2% | +35.4% |
| 6M | +22.3% | -19.5% | +41.9% | +26.2% |
| YTD | -0.3% | +16.1% | -16.4% | -16.5% |
| 1Y | +27.8% | +12.9% | +14.9% | +7.6% |
| 3Y | +162.4% | +7.9% | +154.5% | +108.0% |
| 5Y | +95.8% | +19.1% | +76.7% | +41.7% |
| All | +160.0% | +228.4% | -68.4% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling