+69.2%
EXPD vs RBA
+36.9%
+32.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.1% | -2.9% | +1.8% | -0.5% |
| 30D | +4.1% | -12.3% | +16.4% | +6.9% |
| 3M | +17.9% | -20.5% | +38.4% | +22.9% |
| 6M | +29.2% | -18.5% | +47.8% | +33.7% |
| YTD | +27.4% | -18.2% | +45.6% | +32.7% |
| 1Y | +56.8% | -27.5% | +84.3% | +66.5% |
| All | +69.2% | +36.9% | +32.3% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling