+267.0%
RTX vs EL
+60.4%
+206.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.1% |
| 7D | +3.4% | +2.7% | +0.7% | +2.8% |
| 30D | +8.4% | +10.8% | -2.4% | +5.7% |
| 3M | -10.7% | +26.5% | -37.1% | -16.0% |
| 6M | +11.7% | +31.1% | -19.4% | +3.6% |
| YTD | +9.3% | +6.6% | +2.7% | +4.8% |
| 1Y | +13.3% | +21.8% | -8.5% | +4.6% |
| 3Y | +156.1% | +1.8% | +154.4% | +132.7% |
| 5Y | +148.5% | -65.6% | +214.1% | +233.8% |
| All | +267.0% | +60.4% | +206.6% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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