+123.3%
RY vs EXPD
+55.6%
+67.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.8% |
| 7D | -0.9% | -7.2% | +6.3% | +0.7% |
| 30D | +5.9% | -3.3% | +9.1% | +6.6% |
| 3M | -4.3% | +3.4% | -7.7% | -5.1% |
| 6M | +12.1% | +22.7% | -10.6% | +6.6% |
| YTD | +20.3% | +24.5% | -4.3% | +13.1% |
| 1Y | +41.0% | +38.6% | +2.4% | +28.9% |
| 3Y | +157.5% | +71.5% | +86.0% | +118.0% |
| All | +123.3% | +55.6% | +67.8% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling