+30,859.1%
EXPD vs RJF
+49,848.3%
-18,989.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.4% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +4.1% | -1.3% | +5.3% | +4.4% |
| 3M | +17.9% | +18.9% | -1.0% | +11.0% |
| 6M | +29.2% | +15.0% | +14.2% | +22.7% |
| YTD | +27.4% | +12.2% | +15.1% | +21.7% |
| 1Y | +56.8% | +5.6% | +51.2% | +52.6% |
| 3Y | +68.0% | +74.9% | -6.8% | +36.0% |
| 5Y | +61.9% | +106.6% | -44.8% | +21.5% |
| 10Y | +316.0% | +433.1% | -117.1% | +115.2% |
| All | +30,859.1% | +49,848.3% | -18,989.2% | +4,275.3% |
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