+334.3%
EXPD vs RBA
+209.3%
+125.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +0.6% | +9.0% | -8.4% | -1.6% |
| 3M | +9.8% | +7.2% | +2.6% | +7.7% |
| 6M | +25.8% | -7.8% | +33.5% | +27.0% |
| YTD | +31.3% | -6.4% | +37.6% | +32.2% |
| 1Y | +40.9% | -4.2% | +45.1% | +41.1% |
| 3Y | +74.7% | +64.1% | +10.7% | +51.7% |
| 5Y | +62.9% | +48.4% | +14.5% | +42.0% |
| 10Y | +334.3% | +209.9% | +124.4% | +199.6% |
| All | +334.3% | +209.3% | +125.0% | +199.6% |
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