+10,266.7%
RTX vs EIX
+1,083.9%
+9,182.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -5.2% | -19.1% | +13.9% | -0.6% |
| 30D | -9.4% | -16.9% | +7.5% | -5.9% |
| 3M | +12.3% | -20.0% | +32.3% | +17.6% |
| 6M | -3.1% | -21.3% | +18.2% | +1.8% |
| YTD | +10.7% | -1.7% | +12.4% | +9.1% |
| 1Y | +28.4% | +9.6% | +18.9% | +22.5% |
| 3Y | +147.1% | -3.7% | +150.7% | +138.8% |
| 5Y | +167.2% | +22.6% | +144.6% | +138.9% |
| 10Y | +274.7% | +17.7% | +257.0% | +230.3% |
| All | +10,266.7% | +1,083.9% | +9,182.7% | +4,267.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling