+43,111.7%
RMD vs EXPD
+17,491.4%
+25,620.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.6% |
| 7D | -5.3% | -4.8% | -0.5% | -4.3% |
| 30D | +8.4% | -1.5% | +10.0% | +8.7% |
| 3M | +7.1% | +4.1% | +3.0% | +5.8% |
| 6M | +15.8% | +24.0% | -8.2% | +9.4% |
| YTD | +0.2% | +27.4% | -27.2% | -6.4% |
| 1Y | -1.4% | +38.4% | -39.8% | -9.7% |
| 3Y | +61.3% | +73.2% | -11.9% | +38.2% |
| 5Y | -3.9% | +59.9% | -63.7% | -16.8% |
| 10Y | +365.6% | +319.9% | +45.7% | +221.5% |
| All | +43,111.7% | +17,491.4% | +25,620.3% | +23,454.3% |
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