+355.9%
RL vs EXPD
+329.8%
+26.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.3% | -7.4% | +8.7% | +5.6% |
| 30D | +7.6% | -2.1% | +9.7% | +8.9% |
| 3M | -1.5% | +5.7% | -7.2% | -4.7% |
| 6M | +12.1% | +21.4% | -9.3% | -0.1% |
| YTD | +13.9% | +27.6% | -13.7% | -3.3% |
| 1Y | +20.7% | +36.1% | -15.5% | -1.5% |
| 3Y | +260.6% | +69.9% | +190.7% | +150.8% |
| 5Y | +248.9% | +59.7% | +189.2% | +147.2% |
| 10Y | +355.9% | +323.0% | +32.9% | +103.4% |
| All | +355.9% | +329.8% | +26.1% | +103.4% |
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 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