+546.0%
RMBS vs EXPD
+308.0%
+238.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.5% |
| 7D | +3.0% | -0.9% | +3.9% | +3.5% |
| 30D | -14.4% | +4.1% | -18.5% | -16.4% |
| 3M | -42.8% | +13.8% | -56.6% | -47.0% |
| 6M | -1.4% | +27.3% | -28.7% | -14.8% |
| YTD | -5.4% | +25.4% | -30.9% | -18.2% |
| 1Y | +18.6% | +54.4% | -35.8% | -10.0% |
| 3Y | +57.3% | +67.9% | -10.6% | +12.4% |
| 5Y | +265.7% | +59.2% | +206.5% | +162.5% |
| 10Y | +546.0% | +308.6% | +237.5% | +177.4% |
| All | +546.0% | +308.0% | +238.0% | +177.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling