+334.3%
EXPD vs RCAT
-99.7%
+434.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.9% |
| 7D | -1.6% | +7.2% | -8.8% | -1.6% |
| 30D | +0.6% | -20.4% | +21.0% | +0.6% |
| 3M | +9.8% | -59.8% | +69.6% | +9.8% |
| 6M | +25.8% | -61.9% | +87.6% | +25.7% |
| YTD | +31.3% | -45.9% | +77.2% | +31.3% |
| 1Y | +40.9% | -50.5% | +91.5% | +40.9% |
| 3Y | +74.7% | +387.5% | -312.8% | +75.2% |
| 5Y | +62.9% | +70.9% | -8.1% | +63.3% |
| 10Y | +334.3% | -99.7% | +434.1% | +367.7% |
| All | +334.3% | -99.7% | +434.1% | +367.7% |
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