+871.7%
RTX vs EXPE
+727.3%
+144.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -3.2% | -13.3% | +10.1% | -0.3% |
| 30D | +5.6% | -5.5% | +11.1% | +6.3% |
| 3M | -11.7% | -16.5% | +4.8% | -8.8% |
| 6M | +12.3% | +13.1% | -0.8% | +7.3% |
| YTD | +8.2% | -8.0% | +16.2% | +6.7% |
| 1Y | +12.6% | +1.1% | +11.5% | +8.2% |
| 3Y | +152.8% | +131.2% | +21.7% | +87.6% |
| 5Y | +140.2% | +39.8% | +100.4% | +92.5% |
| 10Y | +273.8% | +118.5% | +155.3% | +143.9% |
| All | +871.7% | +727.3% | +144.4% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling