+885.5%
RMBS vs EXPD
+6,722.0%
-5,836.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.3% | +9.2% | +8.0% |
| 7D | -12.0% | -7.2% | -4.8% | -8.6% |
| 30D | -33.1% | -3.3% | -29.9% | -31.9% |
| 3M | -23.7% | +3.4% | -27.1% | -24.8% |
| 6M | -42.7% | +22.7% | -65.4% | -47.9% |
| YTD | -18.9% | +24.5% | -43.4% | -27.3% |
| 1Y | -30.0% | +38.6% | -68.7% | -40.3% |
| 3Y | +28.8% | +71.5% | -42.7% | -1.3% |
| 5Y | +210.5% | +56.2% | +154.3% | +145.7% |
| 10Y | +524.7% | +310.5% | +214.3% | +215.2% |
| All | +885.5% | +6,722.0% | -5,836.4% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling