+213.4%
RSP vs EXPD
+304.0%
-90.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.6% |
| 7D | -1.0% | -7.2% | +6.1% | +2.0% |
| 30D | +2.6% | -3.3% | +5.9% | +3.9% |
| 3M | -0.8% | +3.4% | -4.2% | -2.5% |
| 6M | +6.3% | +22.7% | -16.4% | -3.4% |
| YTD | +14.1% | +24.5% | -10.4% | +1.6% |
| 1Y | +18.0% | +38.6% | -20.6% | -0.2% |
| 3Y | +61.0% | +71.5% | -10.5% | +19.5% |
| 5Y | +45.6% | +56.2% | -10.7% | +10.7% |
| All | +213.4% | +304.0% | -90.6% | +51.0% |
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