+323.0%
EXPD vs RBA
+225.5%
+97.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -7.4% | +3.2% | -10.6% | -8.1% |
| 30D | -2.1% | +12.0% | -14.1% | -4.9% |
| 3M | +5.7% | +2.9% | +2.8% | +4.6% |
| 6M | +21.4% | -6.3% | +27.6% | +22.1% |
| YTD | +27.6% | -5.9% | +33.5% | +28.4% |
| 1Y | +36.1% | -3.9% | +40.0% | +36.2% |
| 3Y | +69.9% | +64.9% | +5.0% | +47.3% |
| 5Y | +59.7% | +48.5% | +11.2% | +39.2% |
| 10Y | +323.0% | +211.8% | +111.2% | +190.8% |
| All | +323.0% | +225.5% | +97.6% | +190.8% |
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