+9,685.3%
RTX vs ECL
+14,051.7%
-4,366.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.4% |
| 7D | -5.1% | -0.8% | -4.4% | -4.9% |
| 30D | +5.1% | +8.1% | -3.0% | +1.1% |
| 3M | -14.8% | +6.4% | -21.2% | -17.5% |
| 6M | +8.0% | +14.8% | -6.7% | +0.5% |
| YTD | +4.5% | +15.5% | -11.0% | -3.5% |
| 1Y | +9.8% | +20.1% | -10.3% | -0.6% |
| 3Y | +144.2% | +77.8% | +66.4% | +78.3% |
| 5Y | +131.4% | +37.9% | +93.6% | +86.1% |
| 10Y | +273.3% | +202.7% | +70.6% | +104.7% |
| All | +9,685.3% | +14,051.7% | -4,366.4% | +1,503.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling