+40.9%
EXPD vs RNG
+178.2%
-137.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.4% | +2.7% |
| 7D | -1.6% | -3.5% | +1.9% | -1.3% |
| 30D | +0.6% | -3.8% | +4.4% | +0.8% |
| 3M | +9.8% | +18.6% | -8.8% | +8.3% |
| 6M | +25.8% | +69.2% | -43.4% | +21.0% |
| YTD | +31.3% | +161.9% | -130.6% | +19.6% |
| 1Y | +40.9% | +176.2% | -135.3% | +24.4% |
| All | +40.9% | +178.2% | -137.2% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling