+5,189.9%
RTX vs EL
+1,831.4%
+3,358.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +1.4% | +0.3% | +1.2% | +1.4% |
| 30D | +7.8% | +12.3% | -4.4% | +4.1% |
| 3M | -9.8% | +28.4% | -38.2% | -16.8% |
| 6M | +13.5% | +36.7% | -23.2% | +2.1% |
| YTD | +10.9% | +8.4% | +2.6% | +4.6% |
| 1Y | +14.0% | +25.4% | -11.4% | +2.6% |
| 3Y | +159.9% | +3.4% | +156.5% | +130.2% |
| 5Y | +151.7% | -64.8% | +216.4% | +204.6% |
| 10Y | +269.0% | +63.0% | +206.0% | +162.9% |
| All | +5,189.9% | +1,831.4% | +3,358.6% | +1,712.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling