+47.3%
EXPE vs RRX
+9.8%
+37.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | -0.5% | +4.3% | -4.8% | -1.9% |
| 30D | -6.1% | +12.3% | -18.4% | -10.4% |
| 3M | -21.3% | +3.7% | -25.0% | -23.2% |
| 6M | +19.0% | -13.9% | +32.9% | +20.2% |
| YTD | -8.4% | +26.5% | -34.9% | -25.8% |
| 1Y | -2.8% | +29.3% | -32.1% | -22.2% |
| 3Y | +120.8% | +65.6% | +55.2% | +37.9% |
| All | +47.3% | +9.8% | +37.4% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling