+448.0%
RSG vs EXPD
+336.9%
+111.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +1.4% | +3.6% | -2.2% | +0.4% |
| 30D | +15.0% | +0.3% | +14.8% | +14.8% |
| 3M | +18.5% | +6.1% | +12.4% | +16.3% |
| 6M | +25.8% | +27.4% | -1.6% | +16.8% |
| YTD | +20.8% | +32.0% | -11.2% | +10.1% |
| 1Y | +24.8% | +40.5% | -15.7% | +11.4% |
| 3Y | +65.9% | +75.7% | -9.8% | +34.4% |
| 5Y | +99.1% | +61.7% | +37.3% | +63.4% |
| All | +448.0% | +336.9% | +111.1% | +199.0% |
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