-5.4%
RMD vs EXPD
+39.4%
-44.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +3.1% | -7.4% | +10.5% | +5.0% |
| 30D | +1.8% | -2.1% | +3.9% | +2.0% |
| 3M | +6.7% | +5.7% | +1.0% | +4.5% |
| 6M | +13.9% | +21.4% | -7.5% | +6.9% |
| YTD | -2.0% | +27.6% | -29.6% | -10.7% |
| 1Y | -5.4% | +36.1% | -41.5% | -16.7% |
| All | -5.4% | +39.4% | -44.8% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling