+272.4%
RTX vs EIX
+34.7%
+237.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +1.4% | -2.5% | +4.0% | +2.3% |
| 30D | +7.8% | +7.7% | +0.1% | +5.2% |
| 3M | -9.8% | -12.9% | +3.1% | -7.1% |
| 6M | +13.5% | -12.7% | +26.2% | +16.2% |
| YTD | +10.9% | +5.5% | +5.5% | +5.4% |
| 1Y | +14.0% | +9.4% | +4.6% | +6.7% |
| 3Y | +159.9% | +9.7% | +150.2% | +133.6% |
| 5Y | +151.7% | +16.9% | +134.7% | +115.6% |
| All | +272.4% | +34.7% | +237.7% | +180.9% |
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