+27.8%
EXPE vs RSG
-1.5%
+29.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.4% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | -13.6% | +4.0% | -17.6% | -13.8% |
| 3M | +25.2% | +7.4% | +17.8% | +25.2% |
| 6M | +22.3% | +0.1% | +22.2% | +22.4% |
| YTD | -0.3% | +6.0% | -6.3% | 0.0% |
| 1Y | +27.8% | -3.0% | +30.8% | +25.5% |
| All | +27.8% | -1.5% | +29.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling