+238.6%
RDW vs EXPD
+70.1%
+168.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | +4.8% | +1.2% | +3.7% | +4.1% |
| 30D | -19.5% | +6.8% | -26.4% | -22.4% |
| 3M | -26.9% | +14.9% | -41.8% | -32.5% |
| 6M | +17.8% | +34.6% | -16.8% | -1.1% |
| YTD | +43.0% | +27.7% | +15.3% | +23.1% |
| 1Y | +32.1% | +57.7% | -25.6% | +1.2% |
| All | +238.6% | +70.1% | +168.5% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling