+42,387.7%
RMD vs EXPD
+17,094.7%
+25,293.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.1% |
| 7D | +2.3% | -7.2% | +9.5% | +4.1% |
| 30D | +4.1% | -3.3% | +7.4% | +4.9% |
| 3M | +5.7% | +3.4% | +2.3% | +4.6% |
| 6M | +12.9% | +22.7% | -9.8% | +7.0% |
| YTD | -1.5% | +24.5% | -26.0% | -7.4% |
| 1Y | -4.8% | +38.6% | -43.4% | -12.9% |
| 3Y | +57.5% | +71.5% | -14.0% | +35.3% |
| 5Y | -5.5% | +56.2% | -61.7% | -17.7% |
| 10Y | +357.8% | +310.5% | +47.3% | +217.9% |
| All | +42,387.7% | +17,094.7% | +25,293.0% | +23,190.6% |
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