+11.3%
RTX vs EL
+30.3%
-19.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +3.5% |
| 7D | -3.2% | +8.0% | -11.2% | -3.4% |
| 30D | +5.6% | +15.4% | -9.9% | +5.1% |
| 3M | -11.7% | +28.5% | -40.2% | -12.3% |
| 6M | +12.3% | +32.2% | -19.9% | +11.1% |
| YTD | +8.2% | +9.2% | -1.0% | +5.3% |
| All | +11.3% | +30.3% | -19.0% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling