+541.3%
RMBS vs EXPD
+334.2%
+207.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +6.8% |
| 7D | -3.9% | -5.5% | +1.6% | -0.2% |
| 30D | -24.9% | -1.9% | -23.0% | -23.7% |
| 3M | -20.5% | +6.1% | -26.6% | -23.0% |
| 6M | -37.5% | +21.6% | -59.2% | -44.2% |
| YTD | -12.1% | +27.9% | -40.0% | -24.7% |
| 1Y | -25.0% | +39.4% | -64.4% | -38.9% |
| 3Y | +36.1% | +72.7% | -36.6% | -4.3% |
| 5Y | +236.1% | +60.3% | +175.8% | +141.9% |
| 10Y | +541.3% | +332.6% | +208.7% | +171.7% |
| All | +541.3% | +334.2% | +207.1% | +171.7% |
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 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