-7.1%
RMBS vs EXPD
+28.8%
-35.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -0.3% | -1.1% | +0.8% | +0.2% |
| 30D | -12.2% | +4.1% | -16.2% | -13.8% |
| 3M | -49.5% | +17.9% | -67.4% | -52.8% |
| 6M | -7.1% | +29.2% | -36.4% | -17.8% |
| All | -7.1% | +28.8% | -35.9% | -17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling