+147.4%
RTX vs EXPE
+46.0%
+101.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +4.8% | -0.5% | +5.3% | +4.8% |
| 30D | +6.5% | -6.1% | +12.6% | +7.0% |
| 3M | -9.6% | -21.3% | +11.7% | -7.6% |
| 6M | +12.3% | +19.0% | -6.7% | +9.5% |
| YTD | +9.5% | -8.4% | +17.9% | +9.2% |
| 1Y | +15.8% | -2.8% | +18.6% | +14.6% |
| 3Y | +157.0% | +120.8% | +36.3% | +122.7% |
| All | +147.4% | +46.0% | +101.5% | +118.0% |
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