-6.6%
RMD vs EXPD
+55.6%
-62.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.0% |
| 7D | +2.3% | -7.2% | +9.5% | +4.6% |
| 30D | +4.1% | -3.3% | +7.4% | +5.0% |
| 3M | +5.7% | +3.4% | +2.3% | +4.2% |
| 6M | +12.9% | +22.7% | -9.8% | +4.9% |
| YTD | -1.5% | +24.5% | -26.0% | -9.5% |
| 1Y | -4.8% | +38.6% | -43.4% | -15.7% |
| 3Y | +57.5% | +71.5% | -14.0% | +26.1% |
| All | -6.6% | +55.6% | -62.2% | -25.2% |
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 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