+36.4%
EXPD vs RNG
+169.5%
-133.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.6% |
| 7D | -5.5% | -6.2% | +0.8% | -5.0% |
| 30D | -1.9% | -8.0% | +6.1% | -1.4% |
| 3M | +6.1% | +15.7% | -9.6% | +4.8% |
| 6M | +21.6% | +60.3% | -38.7% | +17.5% |
| YTD | +27.9% | +153.8% | -125.9% | +16.8% |
| All | +36.4% | +169.5% | -133.1% | +20.5% |
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