+69.2%
EXPD vs RRC
+31.1%
+38.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -1.1% | +1.3% | -2.4% | -1.3% |
| 30D | +4.1% | +10.1% | -6.0% | +3.1% |
| 3M | +17.9% | +4.0% | +13.9% | +17.4% |
| 6M | +29.2% | +1.6% | +27.6% | +28.7% |
| YTD | +27.4% | +19.7% | +7.6% | +24.7% |
| 1Y | +56.8% | +21.4% | +35.4% | +53.1% |
| All | +69.2% | +31.1% | +38.1% | +63.5% |
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