+31.4%
O vs EXPE
+182.4%
-151.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -0.7% | -9.5% | +8.8% | -0.3% |
| 30D | -1.9% | -6.6% | +4.7% | -1.6% |
| 3M | +3.8% | +31.4% | -27.5% | +2.8% |
| 6M | -4.7% | +35.2% | -39.9% | -6.0% |
| YTD | +12.5% | +5.8% | +6.7% | +12.3% |
| 1Y | +10.8% | +38.7% | -27.8% | +8.2% |
| All | +31.4% | +182.4% | -151.0% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling