+132.6%
RTX vs ED
+80.7%
+52.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -0.5% |
| 7D | -5.1% | +1.6% | -6.8% | -5.7% |
| 30D | +5.1% | +13.3% | -8.2% | +1.3% |
| 3M | -14.8% | +9.7% | -24.5% | -17.2% |
| 6M | +8.0% | +12.8% | -4.7% | +4.0% |
| YTD | +4.5% | +22.3% | -17.8% | -2.0% |
| 1Y | +9.8% | +26.3% | -16.4% | +2.0% |
| 3Y | +144.2% | +45.0% | +99.2% | +112.2% |
| All | +132.6% | +80.7% | +52.0% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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