+273.8%
RTX vs EXPD
+334.2%
-60.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.6% |
| 7D | -3.2% | -5.5% | +2.3% | -1.3% |
| 30D | +5.6% | -1.9% | +7.4% | +6.2% |
| 3M | -11.7% | +6.1% | -17.8% | -13.6% |
| 6M | +12.3% | +21.6% | -9.3% | +4.3% |
| YTD | +8.2% | +27.9% | -19.7% | -2.6% |
| 1Y | +12.6% | +39.4% | -26.8% | -2.1% |
| 3Y | +152.8% | +72.7% | +80.2% | +95.5% |
| 5Y | +140.2% | +60.3% | +79.9% | +86.9% |
| 10Y | +273.8% | +332.6% | -58.8% | +71.0% |
| All | +273.8% | +334.2% | -60.4% | +71.0% |
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