+308.6%
EXPD vs RNG
+216.3%
+92.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.0% |
| 7D | -0.9% | -0.8% | -0.1% | -0.9% |
| 30D | +4.1% | +11.4% | -7.3% | +2.6% |
| 3M | +13.8% | +72.1% | -58.3% | +5.9% |
| 6M | +27.3% | +67.9% | -40.7% | +18.0% |
| YTD | +25.4% | +144.3% | -118.9% | +9.9% |
| 1Y | +54.4% | +117.5% | -63.2% | +36.8% |
| 3Y | +67.9% | +123.9% | -56.0% | +44.1% |
| 5Y | +59.2% | -70.1% | +129.3% | +63.3% |
| 10Y | +308.6% | +215.9% | +92.7% | +184.0% |
| All | +308.6% | +216.3% | +92.3% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RNG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling