+30,859.1%
EXPD vs RRC
+1,202.2%
+29,656.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.3% |
| 6M | +29.2% | +1.6% | +27.6% | +28.7% |
| YTD | +27.4% | +19.7% | +7.6% | +24.8% |
| 1Y | +56.8% | +21.4% | +35.4% | +53.2% |
| 3Y | +68.0% | +29.7% | +38.4% | +61.5% |
| 5Y | +61.9% | +153.9% | -92.0% | +42.2% |
| 10Y | +316.0% | +10.8% | +305.2% | +259.2% |
| All | +30,859.1% | +1,202.2% | +29,656.9% | +21,329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling