+275.2%
RTX vs ECL
+153.2%
+122.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -3.1% | -0.8% | -2.3% | -2.7% |
| 30D | -10.6% | -2.5% | -8.1% | -9.4% |
| 3M | +11.6% | +8.3% | +3.3% | +6.6% |
| 6M | -4.5% | -1.1% | -3.4% | -4.5% |
| YTD | +9.6% | +6.5% | +3.1% | +4.9% |
| 1Y | +30.8% | +2.1% | +28.7% | +27.7% |
| 3Y | +152.8% | +57.6% | +95.2% | +86.4% |
| 5Y | +167.1% | +28.1% | +139.1% | +119.7% |
| 10Y | +275.2% | +153.2% | +121.9% | +97.9% |
| All | +275.2% | +153.2% | +122.0% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ECL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling