+405.5%
EXPD vs RNG
+327.7%
+77.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +17.9% | +67.0% | -49.1% | +10.5% |
| 6M | +29.2% | +88.4% | -59.1% | +18.6% |
| YTD | +27.4% | +155.5% | -128.1% | +11.8% |
| 1Y | +56.8% | +141.7% | -84.8% | +38.1% |
| 3Y | +68.0% | +131.1% | -63.0% | +45.0% |
| 5Y | +61.9% | -70.6% | +132.4% | +65.3% |
| 10Y | +316.0% | +228.2% | +87.8% | +215.2% |
| All | +405.5% | +327.7% | +77.8% | +268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling