+88.3%
EXPE vs RRX
+16.5%
+71.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.1% |
| 7D | -11.5% | -0.7% | -10.8% | -11.3% |
| 30D | -13.1% | -8.0% | -5.1% | -10.8% |
| 3M | +18.1% | -25.1% | +43.2% | +26.9% |
| 6M | +13.3% | -18.3% | +31.5% | +14.8% |
| YTD | -3.2% | +14.2% | -17.4% | -17.4% |
| 1Y | +26.1% | +13.0% | +13.1% | +7.3% |
| 3Y | +151.7% | +4.2% | +147.5% | +105.7% |
| 5Y | +88.3% | +17.9% | +70.5% | +42.5% |
| All | +88.3% | +16.5% | +71.8% | +42.5% |
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