-18.7%
RMBS vs EXPD
+40.0%
-58.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +4.1% |
| 7D | +3.0% | -1.6% | +4.5% | +4.2% |
| 30D | -15.5% | +0.6% | -16.1% | -15.2% |
| 3M | -11.5% | +9.8% | -21.3% | -14.9% |
| 6M | -36.5% | +25.8% | -62.3% | -42.6% |
| YTD | -7.1% | +31.3% | -38.4% | -20.8% |
| 1Y | -18.7% | +40.9% | -59.6% | -31.9% |
| All | -18.7% | +40.0% | -58.7% | -31.9% |
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