+1,530.1%
RL vs EXPD
+6,776.8%
-5,246.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.9% | -5.7% |
| 7D | -4.7% | -4.8% | +0.1% | -3.0% |
| 30D | +3.6% | -1.5% | +5.1% | +4.1% |
| 3M | +0.5% | +4.1% | -3.6% | -1.2% |
| 6M | +6.6% | +24.0% | -17.4% | -2.0% |
| YTD | +8.8% | +27.4% | -18.6% | -2.0% |
| 1Y | +21.8% | +38.4% | -16.6% | +6.4% |
| 3Y | +245.8% | +73.2% | +172.6% | +175.5% |
| 5Y | +230.0% | +59.9% | +170.1% | +169.6% |
| 10Y | +369.4% | +319.9% | +49.5% | +175.8% |
| All | +1,530.1% | +6,776.8% | -5,246.7% | +388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling