+273.8%
RTX vs EIX
+30.9%
+242.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.1% |
| 7D | -3.2% | +0.7% | -3.9% | -3.5% |
| 30D | +5.6% | +8.8% | -3.2% | +2.6% |
| 3M | -11.7% | -10.9% | -0.8% | -9.8% |
| 6M | +12.3% | -10.3% | +22.6% | +13.8% |
| YTD | +8.2% | +5.8% | +2.4% | +2.7% |
| 1Y | +12.6% | +11.4% | +1.2% | +4.7% |
| 3Y | +152.8% | +11.1% | +141.8% | +126.1% |
| 5Y | +140.2% | +18.5% | +121.7% | +104.7% |
| 10Y | +273.8% | +32.2% | +241.5% | +187.9% |
| All | +273.8% | +30.9% | +242.8% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling