+855.0%
EXPE vs RRX
+637.5%
+217.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.8% |
| 7D | -9.5% | +3.4% | -13.0% | -11.0% |
| 30D | -6.6% | -11.1% | +4.5% | -1.6% |
| 3M | +31.4% | -23.7% | +55.1% | +43.8% |
| 6M | +35.2% | -22.0% | +57.2% | +41.4% |
| YTD | +5.8% | +16.5% | -10.7% | -11.1% |
| 1Y | +38.7% | +11.5% | +27.2% | +18.1% |
| 3Y | +175.8% | +1.5% | +174.3% | +128.0% |
| 5Y | +111.8% | +18.3% | +93.6% | +57.6% |
| 10Y | +179.7% | +209.8% | -30.1% | +19.5% |
| All | +855.0% | +637.5% | +217.5% | +145.8% |
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