+59.9%
EXPD vs RCAT
+25.6%
+34.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -14.9% | +10.4% | -4.2% |
| 7D | -4.8% | -32.6% | +27.8% | -4.2% |
| 30D | -1.5% | -46.3% | +44.8% | -0.6% |
| 3M | +4.1% | -60.7% | +64.8% | +5.5% |
| 6M | +24.0% | -67.4% | +91.4% | +25.7% |
| YTD | +27.4% | -57.1% | +84.5% | +27.9% |
| 1Y | +38.4% | -63.8% | +102.1% | +39.1% |
| 3Y | +73.2% | +268.1% | -194.9% | +64.8% |
| 5Y | +59.9% | +25.2% | +34.7% | +55.9% |
| All | +59.9% | +25.6% | +34.2% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling