+208.0%
RRX vs EXPD
+322.8%
-114.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.7% | +6.9% |
| 7D | +7.5% | -7.2% | +14.7% | +12.8% |
| 30D | +3.0% | -3.3% | +6.3% | +5.3% |
| 3M | -5.3% | +3.4% | -8.7% | -7.4% |
| 6M | -26.6% | +22.7% | -49.3% | -35.8% |
| YTD | +21.2% | +24.5% | -3.3% | +3.1% |
| 1Y | +25.9% | +38.6% | -12.7% | -0.4% |
| 3Y | +71.7% | +71.5% | +0.2% | +15.7% |
| 5Y | +7.8% | +56.2% | -48.5% | -24.4% |
| All | +208.0% | +322.8% | -114.7% | +7.8% |
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