+334.3%
EXPD vs RRC
+72.2%
+262.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.7% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +0.6% | +25.2% | -24.6% | -1.6% |
| 3M | +9.8% | +27.8% | -18.0% | +7.1% |
| 6M | +25.8% | +27.2% | -1.5% | +22.5% |
| YTD | +31.3% | +48.2% | -16.9% | +25.9% |
| 1Y | +40.9% | +34.7% | +6.2% | +36.3% |
| 3Y | +74.7% | +62.2% | +12.5% | +64.4% |
| 5Y | +62.9% | +130.9% | -68.0% | +45.3% |
| 10Y | +334.3% | +73.4% | +260.9% | +253.9% |
| All | +334.3% | +72.2% | +262.2% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling