-16.7%
RKT vs EXPD
+133.8%
-150.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +3.1% |
| 7D | +17.7% | -7.2% | +24.8% | +23.0% |
| 30D | +31.6% | -3.3% | +34.9% | +34.1% |
| 3M | +13.9% | +3.4% | +10.5% | +10.7% |
| 6M | +2.8% | +22.7% | -19.9% | -11.1% |
| YTD | -22.2% | +24.5% | -46.7% | -34.9% |
| 1Y | -3.5% | +38.6% | -42.2% | -25.3% |
| 3Y | +95.3% | +71.5% | +23.8% | +25.9% |
| 5Y | -0.4% | +56.2% | -56.6% | -34.1% |
| All | -16.7% | +133.8% | -150.5% | -70.3% |
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