+10,035.4%
RTX vs ED
+2,457.0%
+7,578.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -3.2% | -0.1% | -3.1% | -3.3% |
| 30D | +5.6% | +11.6% | -6.0% | +0.8% |
| 3M | -11.7% | +10.5% | -22.2% | -15.4% |
| 6M | +12.3% | +13.2% | -0.9% | +6.4% |
| YTD | +8.2% | +22.1% | -13.9% | -0.9% |
| 1Y | +12.6% | +24.2% | -11.6% | +2.4% |
| 3Y | +152.8% | +46.9% | +105.9% | +111.1% |
| 5Y | +140.2% | +80.8% | +59.4% | +81.7% |
| 10Y | +273.8% | +134.3% | +139.5% | +145.7% |
| All | +10,035.4% | +2,457.0% | +7,578.4% | +2,448.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling