+240.5%
RMBS vs EXPD
+60.9%
+179.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +10.3% | +5.5% | +4.8% | +7.1% |
| 30D | -10.7% | -0.8% | -9.9% | -9.8% |
| 3M | -17.2% | +4.1% | -21.4% | -18.9% |
| 6M | -39.0% | +25.7% | -64.7% | -46.5% |
| YTD | -10.5% | +31.4% | -41.9% | -24.4% |
| 1Y | -11.0% | +42.2% | -53.2% | -28.3% |
| 3Y | +31.3% | +77.2% | -45.8% | -9.8% |
| All | +240.5% | +60.9% | +179.6% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling