+59.9%
EXPD vs RRC
+129.3%
-69.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.8% | -4.1% |
| 7D | -4.8% | -6.9% | +2.1% | -4.1% |
| 30D | -1.5% | +25.4% | -26.9% | -4.0% |
| 3M | +4.1% | +31.9% | -27.8% | +0.8% |
| 6M | +24.0% | +17.2% | +6.8% | +21.5% |
| YTD | +27.4% | +43.4% | -16.0% | +21.8% |
| 1Y | +38.4% | +36.7% | +1.6% | +32.9% |
| 3Y | +73.2% | +38.8% | +34.4% | +64.0% |
| 5Y | +59.9% | +118.3% | -58.4% | +43.5% |
| All | +59.9% | +129.3% | -69.5% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling