-2.8%
RGTI vs EXPD
+88.9%
-91.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.4% | -6.7% |
| 7D | -18.1% | +5.5% | -23.6% | -19.9% |
| 30D | -17.6% | -0.8% | -16.8% | -17.3% |
| 3M | -48.3% | +4.1% | -52.5% | -49.3% |
| 6M | -47.8% | +25.7% | -73.4% | -52.9% |
| YTD | -56.6% | +31.4% | -88.0% | -62.1% |
| 1Y | -61.8% | +42.2% | -104.0% | -67.9% |
| 3Y | +807.5% | +77.2% | +730.4% | +559.9% |
| 5Y | -8.8% | +61.0% | -69.8% | -36.0% |
| All | -2.8% | +88.9% | -91.7% | -32.2% |
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