+726.6%
EXPE vs RRX
+700.7%
+25.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.1% |
| 7D | -0.5% | +4.3% | -4.8% | -2.5% |
| 30D | -6.1% | +12.3% | -18.4% | -12.3% |
| 3M | -21.3% | +3.7% | -25.0% | -24.2% |
| 6M | +19.0% | -13.9% | +32.9% | +20.2% |
| YTD | -8.4% | +26.5% | -34.9% | -27.3% |
| 1Y | -2.8% | +29.3% | -32.1% | -23.8% |
| 3Y | +120.8% | +65.6% | +55.2% | +40.5% |
| 5Y | +46.2% | +10.6% | +35.5% | +12.2% |
| 10Y | +123.8% | +202.9% | -79.0% | -4.2% |
| All | +726.6% | +700.7% | +25.9% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling