+31,808.5%
EXPD vs RJF
+46,882.4%
-15,073.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.0% |
| 7D | -1.6% | -0.9% | -0.6% | -1.2% |
| 30D | +0.6% | +5.3% | -4.7% | -1.2% |
| 3M | +9.8% | -6.8% | +16.6% | +12.2% |
| 6M | +25.8% | +11.4% | +14.3% | +20.7% |
| YTD | +31.3% | +5.5% | +25.7% | +27.8% |
| 1Y | +40.9% | +3.7% | +37.3% | +37.9% |
| 3Y | +74.7% | +73.4% | +1.3% | +41.8% |
| 5Y | +62.9% | +78.3% | -15.5% | +28.4% |
| 10Y | +334.3% | +328.4% | +5.9% | +141.8% |
| All | +31,808.5% | +46,882.4% | -15,073.8% | +4,495.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling