+221.9%
RL vs EXPD
+55.6%
+166.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.3% |
| 7D | -4.2% | -7.2% | +3.0% | -0.8% |
| 30D | +4.3% | -3.3% | +7.5% | +5.9% |
| 3M | -4.6% | +3.4% | -8.0% | -6.4% |
| 6M | +1.7% | +22.7% | -21.0% | -8.8% |
| YTD | +7.3% | +24.5% | -17.2% | -6.3% |
| 1Y | +20.8% | +38.6% | -17.9% | -0.9% |
| 3Y | +247.0% | +71.5% | +175.5% | +143.2% |
| All | +221.9% | +55.6% | +166.3% | +122.6% |
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