+169.3%
RTX vs ECL
+31.2%
+138.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -5.2% | -2.6% | -2.6% | -4.4% |
| 30D | -9.4% | -2.2% | -7.2% | -8.8% |
| 3M | +12.3% | +10.1% | +2.2% | +9.0% |
| 6M | -3.1% | -5.7% | +2.6% | -1.7% |
| YTD | +10.7% | +7.0% | +3.7% | +8.1% |
| 1Y | +28.4% | +2.7% | +25.8% | +26.7% |
| 3Y | +147.1% | +57.7% | +89.3% | +111.9% |
| All | +169.3% | +31.2% | +138.1% | +142.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling