+60.1%
EXPD vs RRC
+134.0%
-73.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | +5.5% | +6.4% | -0.9% | +4.8% |
| 30D | -0.8% | +23.9% | -24.7% | -3.2% |
| 3M | +4.1% | +30.2% | -26.0% | +1.0% |
| 6M | +25.7% | +26.3% | -0.6% | +22.1% |
| YTD | +31.4% | +48.1% | -16.7% | +25.1% |
| 1Y | +42.2% | +37.7% | +4.5% | +36.4% |
| 3Y | +77.2% | +60.3% | +16.9% | +64.9% |
| All | +60.1% | +134.0% | -73.9% | +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