+428.1%
RSG vs EXPD
+316.4%
+111.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | +3.7% | +5.2% | -1.5% | +2.1% |
| 3M | +6.2% | +13.2% | -7.1% | +2.2% |
| 6M | -2.8% | +30.3% | -33.1% | -10.4% |
| YTD | +5.9% | +27.0% | -21.1% | -2.3% |
| 1Y | -1.8% | +57.3% | -59.1% | -15.6% |
| 3Y | +57.5% | +70.0% | -12.5% | +28.8% |
| 5Y | +91.1% | +61.6% | +29.5% | +55.8% |
| 10Y | +428.1% | +321.1% | +107.0% | +187.4% |
| All | +428.1% | +316.4% | +111.7% | +187.4% |
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