+152.8%
RTX vs EFX
-12.5%
+165.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.7% |
| 7D | -3.1% | -7.8% | +4.7% | -2.5% |
| 30D | -10.6% | -5.7% | -4.8% | -10.2% |
| 3M | +11.6% | +2.5% | +9.1% | +11.2% |
| 6M | -4.5% | -16.7% | +12.2% | -3.4% |
| YTD | +9.6% | -20.2% | +29.8% | +11.3% |
| 1Y | +30.8% | -31.4% | +62.2% | +34.8% |
| 3Y | +152.8% | -10.5% | +163.3% | +159.7% |
| All | +152.8% | -12.5% | +165.3% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling