+247.0%
RL vs EXPD
+68.8%
+178.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.6% |
| 7D | -4.2% | -7.2% | +3.0% | -1.8% |
| 30D | +4.3% | -3.3% | +7.5% | +5.4% |
| 3M | -4.6% | +3.4% | -8.0% | -5.9% |
| 6M | +1.7% | +22.7% | -21.0% | -6.0% |
| YTD | +7.3% | +24.5% | -17.2% | -2.9% |
| 1Y | +20.8% | +38.6% | -17.9% | +3.9% |
| 3Y | +247.0% | +71.5% | +175.5% | +159.3% |
| All | +247.0% | +68.8% | +178.1% | +159.3% |
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