+312.6%
EXPD vs RBA
+187.5%
+125.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.1% | -2.9% | +1.8% | -0.4% |
| 30D | +4.1% | -12.3% | +16.4% | +7.3% |
| 3M | +17.9% | -20.5% | +38.4% | +23.8% |
| 6M | +29.2% | -18.5% | +47.8% | +34.5% |
| YTD | +27.4% | -18.2% | +45.6% | +32.8% |
| 1Y | +56.8% | -27.5% | +84.3% | +68.1% |
| 3Y | +68.0% | +38.1% | +30.0% | +52.0% |
| 5Y | +61.9% | +44.8% | +17.1% | +41.5% |
| All | +312.6% | +187.5% | +125.1% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling