+394.3%
EXPD vs RNG
+320.7%
+73.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.9% |
| 7D | -7.2% | -11.3% | +4.2% | -5.9% |
| 30D | -3.3% | -5.7% | +2.4% | -2.7% |
| 3M | +3.4% | +16.8% | -13.4% | +1.3% |
| 6M | +22.7% | +58.5% | -35.8% | +15.2% |
| YTD | +24.5% | +151.3% | -126.8% | +9.3% |
| 1Y | +38.6% | +169.0% | -130.4% | +20.7% |
| 3Y | +71.5% | +156.9% | -85.4% | +46.1% |
| 5Y | +56.2% | -69.0% | +125.2% | +58.6% |
| 10Y | +310.5% | +262.0% | +48.5% | +208.2% |
| All | +394.3% | +320.7% | +73.6% | +259.8% |
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 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