+448.1%
RSG vs EXPD
+334.2%
+114.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.8% |
| 7D | +0.3% | -5.5% | +5.8% | +1.8% |
| 30D | +13.8% | -1.9% | +15.7% | +14.2% |
| 3M | +15.4% | +6.1% | +9.3% | +13.2% |
| 6M | +24.1% | +21.6% | +2.5% | +16.8% |
| YTD | +17.8% | +27.9% | -10.0% | +8.3% |
| 1Y | +21.5% | +39.4% | -17.9% | +8.6% |
| 3Y | +63.3% | +72.7% | -9.4% | +32.8% |
| 5Y | +97.3% | +60.3% | +37.0% | +61.8% |
| 10Y | +448.1% | +332.6% | +115.5% | +201.7% |
| All | +448.1% | +334.2% | +114.0% | +201.7% |
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 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