+1,395.2%
RL vs EXPD
+6,774.3%
-5,379.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | -0.8% | -1.1% | +0.3% | -0.4% |
| 30D | -7.8% | +4.1% | -11.8% | -9.2% |
| 3M | -4.0% | +17.9% | -21.9% | -9.9% |
| 6M | -1.9% | +29.2% | -31.1% | -11.3% |
| YTD | -0.2% | +27.4% | -27.5% | -9.9% |
| 1Y | +10.7% | +56.8% | -46.2% | -7.9% |
| 3Y | +210.8% | +68.0% | +142.7% | +150.5% |
| 5Y | +238.2% | +61.9% | +176.4% | +175.4% |
| 10Y | +313.4% | +316.0% | -2.6% | +143.9% |
| All | +1,395.2% | +6,774.3% | -5,379.0% | +349.0% |
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