+779.7%
EXPE vs RSG
+1,284.0%
-504.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.6% |
| 7D | -9.8% | -0.7% | -9.0% | -9.3% |
| 30D | -11.5% | +3.3% | -14.8% | -13.1% |
| 3M | +21.7% | +8.5% | +13.2% | +15.8% |
| 6M | +10.4% | -3.5% | +13.9% | +11.8% |
| YTD | -2.5% | +5.5% | -8.0% | -6.6% |
| 1Y | +27.3% | -1.7% | +29.1% | +26.9% |
| 3Y | +153.5% | +56.9% | +96.6% | +87.2% |
| 5Y | +91.1% | +89.4% | +1.7% | +23.2% |
| 10Y | +153.1% | +412.5% | -259.4% | -9.0% |
| All | +779.7% | +1,284.0% | -504.3% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling