+120.8%
EXPE vs RRX
+64.5%
+56.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | -0.5% | +4.3% | -4.8% | -1.3% |
| 30D | -6.1% | +12.3% | -18.4% | -8.6% |
| 3M | -21.3% | +3.7% | -25.0% | -22.3% |
| 6M | +19.0% | -13.9% | +32.9% | +20.0% |
| YTD | -8.4% | +26.5% | -34.9% | -22.2% |
| 1Y | -2.8% | +29.3% | -32.1% | -18.2% |
| 3Y | +120.8% | +65.6% | +55.2% | +56.6% |
| All | +120.8% | +64.5% | +56.3% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling