-17.4%
RMBS vs EXPD
+53.8%
-71.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.2% | -2.7% | -4.4% |
| 7D | -8.9% | +0.3% | -9.2% | -8.9% |
| 30D | -24.8% | +1.8% | -26.7% | -25.4% |
| 3M | -17.6% | +8.9% | -26.5% | -21.0% |
| 6M | -25.7% | +42.2% | -67.9% | -37.5% |
| YTD | -9.8% | +33.4% | -43.1% | -25.3% |
| 1Y | -17.4% | +47.2% | -64.5% | -37.6% |
| All | -17.4% | +53.8% | -71.2% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling