-26.4%
RDW vs EXPD
+60.9%
-87.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | +7.2% | +5.5% | +1.7% | +4.1% |
| 30D | -10.3% | -0.8% | -9.5% | -9.4% |
| 3M | -41.4% | +4.1% | -45.6% | -42.6% |
| 6M | -32.5% | +25.7% | -58.2% | -41.5% |
| YTD | +1.7% | +31.4% | -29.7% | -14.9% |
| 1Y | +39.0% | +42.2% | -3.2% | +11.0% |
| 3Y | +214.2% | +77.2% | +137.0% | +111.4% |
| All | -26.4% | +60.9% | -87.2% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling