+206.2%
RDDT vs EXPD
+62.2%
+144.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | -0.5% | +4.1% | -4.6% | -1.7% |
| 3M | -16.0% | +17.9% | -33.9% | -20.3% |
| 6M | +4.9% | +29.2% | -24.4% | -3.7% |
| YTD | -32.8% | +27.4% | -60.2% | -38.3% |
| 1Y | -33.5% | +56.8% | -90.3% | -42.8% |
| All | +206.2% | +62.2% | +144.0% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling