+301.7%
EXPD vs RCAT
-99.8%
+401.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.6% | -20.9% | -2.3% |
| 7D | -7.2% | -12.7% | +5.6% | -7.2% |
| 30D | -3.3% | -34.3% | +31.0% | -3.3% |
| 3M | +3.4% | -53.4% | +56.8% | +3.4% |
| 6M | +22.7% | -62.0% | +84.7% | +22.7% |
| YTD | +24.5% | -49.1% | +73.6% | +24.5% |
| 1Y | +38.6% | -53.1% | +91.8% | +38.6% |
| 3Y | +71.5% | +318.7% | -247.2% | +71.9% |
| 5Y | +56.2% | +48.5% | +7.7% | +56.5% |
| All | +301.7% | -99.8% | +401.5% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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