+62.8%
EXPD vs RNG
-70.5%
+133.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.3% |
| 7D | -1.1% | +5.8% | -6.9% | -1.8% |
| 30D | +4.1% | +19.6% | -15.5% | +1.8% |
| 3M | +17.9% | +67.0% | -49.1% | +10.3% |
| 6M | +29.2% | +88.4% | -59.1% | +18.2% |
| YTD | +27.4% | +155.5% | -128.1% | +11.1% |
| 1Y | +56.8% | +141.7% | -84.8% | +37.2% |
| 3Y | +68.0% | +131.1% | -63.0% | +43.5% |
| All | +62.8% | -70.5% | +133.3% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling