+332.6%
EXPD vs RNG
+259.3%
+73.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.6% |
| 7D | -5.5% | -6.2% | +0.8% | -4.7% |
| 30D | -1.9% | -8.0% | +6.1% | -1.0% |
| 3M | +6.1% | +15.7% | -9.6% | +3.9% |
| 6M | +21.6% | +60.3% | -38.7% | +13.6% |
| YTD | +27.9% | +153.8% | -125.9% | +11.3% |
| 1Y | +39.4% | +172.2% | -132.8% | +20.2% |
| 3Y | +72.7% | +174.8% | -102.2% | +44.4% |
| 5Y | +60.3% | -68.6% | +128.9% | +63.4% |
| 10Y | +332.6% | +248.2% | +84.4% | +193.0% |
| All | +332.6% | +259.3% | +73.3% | +193.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling