+75.5%
EXPD vs RBA
+44.2%
+31.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.1% | -4.4% |
| 7D | -4.8% | +7.3% | -12.1% | -6.2% |
| 30D | -1.5% | +16.9% | -18.5% | -4.7% |
| 3M | +4.1% | -0.5% | +4.6% | +4.1% |
| 6M | +24.0% | -10.4% | +34.4% | +25.8% |
| YTD | +27.4% | -7.2% | +34.6% | +29.1% |
| 1Y | +38.4% | -2.2% | +40.6% | +39.0% |
| All | +75.5% | +44.2% | +31.2% | +73.4% |
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