+1,127.7%
RSP vs EXPD
+1,239.7%
-111.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -0.8% | -1.1% | +0.4% | -0.3% |
| 30D | -0.3% | +4.1% | -4.4% | -2.1% |
| 3M | +4.3% | +17.9% | -13.6% | -3.1% |
| 6M | +8.8% | +29.2% | -20.4% | -3.3% |
| YTD | +15.3% | +27.4% | -12.1% | +2.1% |
| 1Y | +18.3% | +56.8% | -38.6% | -4.9% |
| 3Y | +52.8% | +68.0% | -15.2% | +17.0% |
| 5Y | +51.7% | +61.9% | -10.2% | +15.6% |
| 10Y | +208.5% | +316.0% | -107.5% | +52.6% |
| All | +1,127.7% | +1,239.7% | -111.9% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling