+169.3%
RTX vs EXPD
+61.6%
+107.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -5.2% | -1.1% | -4.0% | -5.0% |
| 30D | -9.4% | +4.1% | -13.5% | -9.9% |
| 3M | +12.3% | +17.9% | -5.6% | +9.3% |
| 6M | -3.1% | +29.2% | -32.4% | -7.2% |
| YTD | +10.7% | +27.4% | -16.7% | +5.8% |
| 1Y | +28.4% | +56.8% | -28.4% | +17.8% |
| 3Y | +147.1% | +68.0% | +79.0% | +120.8% |
| All | +169.3% | +61.6% | +107.8% | +134.1% |
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