+71.5%
EXPD vs RRC
+36.3%
+35.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.7% | -2.0% |
| 7D | -7.2% | -10.8% | +3.7% | -6.3% |
| 30D | -3.3% | +22.3% | -25.6% | -4.9% |
| 3M | +3.4% | +26.6% | -23.2% | +1.3% |
| 6M | +22.7% | +18.9% | +3.8% | +20.8% |
| YTD | +24.5% | +39.2% | -14.7% | +20.5% |
| 1Y | +38.6% | +34.0% | +4.7% | +34.6% |
| 3Y | +71.5% | +42.0% | +29.5% | +64.2% |
| All | +71.5% | +36.3% | +35.2% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling