+28.8%
RMBS vs EXPD
+68.8%
-40.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.3% | +9.2% | +8.2% |
| 7D | -12.0% | -7.2% | -4.8% | -7.8% |
| 30D | -33.1% | -3.3% | -29.9% | -31.5% |
| 3M | -23.7% | +3.4% | -27.1% | -24.9% |
| 6M | -42.7% | +22.7% | -65.4% | -48.8% |
| YTD | -18.9% | +24.5% | -43.4% | -29.1% |
| 1Y | -30.0% | +38.6% | -68.7% | -42.7% |
| 3Y | +28.8% | +71.5% | -42.7% | -16.0% |
| All | +28.8% | +68.8% | -40.0% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling