+11.2%
RBRK vs EXPD
+60.5%
-49.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -2.6% |
| 7D | -7.5% | +2.0% | -9.5% | -7.6% |
| 30D | -10.4% | +4.4% | -14.8% | -10.6% |
| 3M | +21.3% | +15.7% | +5.6% | +21.1% |
| 6M | +50.6% | +37.5% | +13.2% | +51.8% |
| YTD | +13.3% | +29.9% | -16.6% | +15.2% |
| 1Y | +11.2% | +57.8% | -46.5% | +17.9% |
| All | +11.2% | +60.5% | -49.2% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling