+278.9%
RTX vs ECL
+154.3%
+124.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -5.2% | -2.6% | -2.6% | -3.8% |
| 30D | -9.4% | -2.2% | -7.2% | -8.3% |
| 3M | +12.3% | +10.1% | +2.2% | +6.2% |
| 6M | -3.1% | -5.7% | +2.6% | -0.5% |
| YTD | +10.7% | +7.0% | +3.7% | +5.7% |
| 1Y | +28.4% | +2.7% | +25.8% | +25.0% |
| 3Y | +147.1% | +57.7% | +89.3% | +82.2% |
| 5Y | +167.2% | +31.1% | +136.1% | +116.1% |
| All | +278.9% | +154.3% | +124.7% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling