+1,612.3%
EXPD vs RCAT
-100.0%
+1,712.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | +4.1% | -3.3% | +7.4% | +4.1% |
| 3M | +17.9% | -43.2% | +61.1% | +17.9% |
| 6M | +29.2% | -43.2% | +72.4% | +29.2% |
| YTD | +27.4% | +5.5% | +21.8% | +27.4% |
| 1Y | +56.8% | -1.6% | +58.5% | +56.8% |
| 3Y | +68.0% | +773.7% | -705.7% | +68.2% |
| 5Y | +61.9% | +187.6% | -125.8% | +62.0% |
| 10Y | +316.0% | -98.5% | +414.5% | +320.4% |
| All | +1,612.3% | -100.0% | +1,712.3% | +1,690.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling