+144.2%
RTX vs EL
+3.8%
+140.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.4% |
| 7D | -5.1% | +0.8% | -5.9% | -5.2% |
| 30D | +5.1% | +16.5% | -11.4% | +4.0% |
| 3M | -14.8% | +29.2% | -44.0% | -16.4% |
| 6M | +8.0% | +27.9% | -19.9% | +5.9% |
| YTD | +4.5% | +6.2% | -1.7% | +3.1% |
| 1Y | +9.8% | +27.2% | -17.3% | +6.7% |
| 3Y | +144.2% | +3.2% | +141.0% | +131.9% |
| All | +144.2% | +3.8% | +140.4% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling