+61.0%
RSP vs EXPE
+131.0%
-69.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.4% |
| 7D | -1.0% | -9.3% | +8.3% | +0.3% |
| 30D | +2.6% | +0.1% | +2.4% | +2.3% |
| 3M | -0.8% | -15.3% | +14.5% | +1.2% |
| 6M | +6.3% | +5.5% | +0.8% | +4.4% |
| YTD | +14.1% | -8.0% | +22.1% | +13.9% |
| 1Y | +18.0% | +18.9% | -0.9% | +11.8% |
| 3Y | +61.0% | +135.5% | -74.5% | +30.9% |
| All | +61.0% | +131.0% | -69.9% | +30.9% |
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