+77.2%
EXPD vs RNG
+179.0%
-101.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | +5.5% | +4.6% | +0.9% | +5.1% |
| 30D | -0.8% | +0.4% | -1.2% | -0.9% |
| 3M | +4.1% | +11.4% | -7.3% | +2.9% |
| 6M | +25.7% | +95.7% | -70.0% | +17.3% |
| YTD | +31.4% | +162.9% | -131.5% | +17.3% |
| 1Y | +42.2% | +180.3% | -138.1% | +26.0% |
| 3Y | +77.2% | +188.3% | -111.2% | +54.0% |
| All | +77.2% | +179.0% | -101.8% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling