+244.0%
RL vs EXPD
+61.6%
+182.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | -0.8% | -1.1% | +0.3% | -0.2% |
| 30D | -7.8% | +4.1% | -11.8% | -9.6% |
| 3M | -4.0% | +17.9% | -21.9% | -11.9% |
| 6M | -1.9% | +29.2% | -31.1% | -14.5% |
| YTD | -0.2% | +27.4% | -27.5% | -13.6% |
| 1Y | +10.7% | +56.8% | -46.2% | -15.7% |
| 3Y | +210.8% | +68.0% | +142.7% | +121.9% |
| All | +244.0% | +61.6% | +182.5% | +138.3% |
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 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