+132.6%
RTX vs EXPE
+43.3%
+89.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.6% | -0.7% |
| 7D | -5.1% | -9.3% | +4.2% | -4.3% |
| 30D | +5.1% | +0.1% | +5.0% | +4.9% |
| 3M | -14.8% | -15.3% | +0.5% | -13.6% |
| 6M | +8.0% | +5.5% | +2.6% | +6.7% |
| YTD | +4.5% | -8.0% | +12.4% | +4.2% |
| 1Y | +9.8% | +18.9% | -9.0% | +5.7% |
| 3Y | +144.2% | +135.5% | +8.7% | +109.5% |
| All | +132.6% | +43.3% | +89.3% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling