+56.8%
EXPD vs RJF
+7.8%
+49.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.2% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +4.1% | -1.3% | +5.3% | +4.3% |
| 3M | +17.9% | +18.9% | -1.0% | +12.9% |
| 6M | +29.2% | +15.0% | +14.2% | +24.7% |
| YTD | +27.4% | +12.2% | +15.1% | +23.6% |
| 1Y | +56.8% | +5.6% | +51.2% | +53.9% |
| All | +56.8% | +7.8% | +49.0% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling