-6.6%
RKT vs EXPD
+63.3%
-69.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.6% | -5.4% |
| 7D | -7.5% | +3.6% | -11.1% | -9.7% |
| 30D | +26.6% | +0.3% | +26.3% | +25.9% |
| 3M | -2.4% | +6.1% | -8.5% | -6.7% |
| 6M | -7.4% | +27.4% | -34.7% | -22.2% |
| YTD | -29.2% | +32.0% | -61.2% | -43.3% |
| 1Y | -23.5% | +40.5% | -64.1% | -41.6% |
| 3Y | +73.9% | +75.7% | -1.8% | +8.5% |
| 5Y | -6.6% | +61.7% | -68.3% | -45.9% |
| All | -6.6% | +63.3% | -69.9% | -45.9% |
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 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