+275.2%
RTX vs EXPE
+155.3%
+119.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.9% | +6.9% | +1.0% |
| 7D | -3.1% | -9.8% | +6.7% | -0.6% |
| 30D | -10.6% | -11.5% | +0.9% | -8.0% |
| 3M | +11.6% | +21.7% | -10.1% | +5.3% |
| 6M | -4.5% | +10.4% | -14.9% | -8.2% |
| YTD | +9.6% | -2.5% | +12.1% | +7.4% |
| 1Y | +30.8% | +27.3% | +3.5% | +17.8% |
| 3Y | +152.8% | +153.5% | -0.7% | +73.9% |
| 5Y | +167.1% | +91.1% | +76.0% | +85.7% |
| 10Y | +275.2% | +153.1% | +122.1% | +88.5% |
| All | +275.2% | +155.3% | +119.8% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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