+147.4%
RTX vs EXPD
+60.9%
+86.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | +4.8% | +5.5% | -0.7% | +3.9% |
| 30D | +6.5% | -0.8% | +7.3% | +6.6% |
| 3M | -9.6% | +4.1% | -13.8% | -10.3% |
| 6M | +12.3% | +25.7% | -13.3% | +8.0% |
| YTD | +9.5% | +31.4% | -22.0% | +3.7% |
| 1Y | +15.8% | +42.2% | -26.3% | +8.1% |
| 3Y | +157.0% | +77.2% | +79.8% | +125.5% |
| All | +147.4% | +60.9% | +86.6% | +113.7% |
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