+71.5%
EXPD vs RBA
+42.3%
+29.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -2.0% |
| 7D | -7.2% | +4.3% | -11.4% | -7.9% |
| 30D | -3.3% | +16.3% | -19.6% | -6.3% |
| 3M | +3.4% | +1.3% | +2.1% | +2.9% |
| 6M | +22.7% | -11.1% | +33.8% | +24.6% |
| YTD | +24.5% | -8.5% | +33.0% | +26.6% |
| 1Y | +38.6% | -2.1% | +40.8% | +39.3% |
| 3Y | +71.5% | +44.6% | +26.9% | +69.9% |
| All | +71.5% | +42.3% | +29.2% | +69.9% |
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