+277.4%
RMD vs EXPD
+314.6%
-37.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -5.0% | -1.1% | -3.8% | -4.5% |
| 30D | +2.2% | +4.1% | -1.9% | +0.4% |
| 3M | +17.8% | +17.9% | -0.1% | +9.5% |
| 6M | -11.3% | +29.2% | -40.6% | -21.3% |
| YTD | -4.4% | +27.4% | -31.8% | -15.0% |
| 1Y | -15.7% | +56.8% | -72.6% | -32.2% |
| 3Y | +47.7% | +68.0% | -20.3% | +12.6% |
| 5Y | -19.2% | +61.9% | -81.1% | -38.9% |
| All | +277.4% | +314.6% | -37.2% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling