+53.1%
RGTI vs EXPD
+83.5%
-30.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -0.1% | +1.2% | -1.3% | -0.7% |
| 30D | -16.2% | +6.8% | -23.0% | -18.5% |
| 3M | -22.0% | +14.9% | -37.0% | -26.7% |
| 6M | -10.8% | +34.6% | -45.4% | -22.6% |
| YTD | -31.6% | +27.7% | -59.3% | -39.4% |
| 1Y | -6.4% | +57.7% | -64.0% | -25.8% |
| 3Y | +665.7% | +70.9% | +594.7% | +467.8% |
| 5Y | +55.6% | +59.5% | -3.8% | +10.3% |
| All | +53.1% | +83.5% | -30.4% | +8.2% |
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