-24.1%
RKT vs EXPD
+146.7%
-170.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -9.0% | +5.5% | -14.5% | -12.1% |
| 30D | +30.2% | -0.8% | +31.0% | +30.5% |
| 3M | -8.8% | +4.1% | -13.0% | -11.7% |
| 6M | -0.9% | +25.7% | -26.6% | -15.8% |
| YTD | -29.2% | +31.4% | -60.6% | -42.8% |
| 1Y | -20.1% | +42.2% | -62.2% | -39.0% |
| 3Y | +81.3% | +77.2% | +4.1% | +14.6% |
| 5Y | -6.6% | +61.0% | -67.6% | -39.5% |
| All | -24.1% | +146.7% | -170.8% | -73.9% |
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 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