+10.8%
O vs EXPE
+40.7%
-29.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -0.7% | -9.5% | +8.8% | -0.9% |
| 30D | -1.9% | -6.6% | +4.7% | -2.0% |
| 3M | +3.8% | +31.4% | -27.5% | +5.1% |
| 6M | -4.7% | +35.2% | -39.9% | -3.3% |
| YTD | +12.5% | +5.8% | +6.7% | +13.8% |
| 1Y | +10.8% | +38.7% | -27.8% | +10.1% |
| All | +10.8% | +40.7% | -29.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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