-20.0%
RKT vs EXPD
+139.6%
-159.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.7% |
| 7D | +4.6% | -7.4% | +12.0% | +9.6% |
| 30D | +25.9% | -2.1% | +28.0% | +27.2% |
| 3M | +5.0% | +5.7% | -0.7% | +0.6% |
| 6M | -7.9% | +21.4% | -29.3% | -19.9% |
| YTD | -25.4% | +27.6% | -53.0% | -38.5% |
| 1Y | -15.4% | +36.1% | -51.5% | -33.5% |
| 3Y | +83.3% | +69.9% | +13.4% | +19.4% |
| 5Y | -0.8% | +59.7% | -60.5% | -35.2% |
| All | -20.0% | +139.6% | -159.6% | -71.9% |
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