+2.0%
RDW vs EXPD
+114.9%
-112.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -3.2% |
| 7D | +0.9% | +2.0% | -1.2% | -0.3% |
| 30D | -21.3% | +4.4% | -25.7% | -23.2% |
| 3M | -37.9% | +15.7% | -53.6% | -43.1% |
| 6M | +12.3% | +37.5% | -25.2% | -7.2% |
| YTD | +39.7% | +29.9% | +9.8% | +18.7% |
| 1Y | +25.7% | +57.8% | -32.1% | -4.3% |
| 3Y | +230.8% | +71.6% | +159.2% | +133.6% |
| 5Y | -8.8% | +62.2% | -71.0% | -38.7% |
| All | +2.0% | +114.9% | -112.9% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling