+132.6%
RTX vs EIX
+18.0%
+114.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.7% |
| 7D | -5.1% | +1.0% | -6.1% | -5.3% |
| 30D | +5.1% | +9.1% | -4.0% | +3.4% |
| 3M | -14.8% | -10.2% | -4.6% | -13.8% |
| 6M | +8.0% | -11.2% | +19.3% | +9.2% |
| YTD | +4.5% | +4.5% | 0.0% | +1.4% |
| 1Y | +9.8% | +10.9% | -1.0% | +5.1% |
| 3Y | +144.2% | +8.4% | +135.8% | +127.7% |
| All | +132.6% | +18.0% | +114.6% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling