+267.0%
RTX vs EXPD
+304.0%
-37.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.5% |
| 7D | -5.1% | -7.2% | +2.0% | -2.7% |
| 30D | +5.1% | -3.3% | +8.4% | +6.3% |
| 3M | -14.8% | +3.4% | -18.2% | -15.9% |
| 6M | +8.0% | +22.7% | -14.7% | 0.0% |
| YTD | +4.5% | +24.5% | -20.1% | -5.1% |
| 1Y | +9.8% | +38.6% | -28.8% | -4.3% |
| 3Y | +144.2% | +71.5% | +72.7% | +88.9% |
| 5Y | +131.4% | +56.2% | +75.2% | +81.8% |
| All | +267.0% | +304.0% | -37.0% | +77.3% |
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 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