+5,059.1%
RTX vs EL
+1,845.6%
+3,213.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.8% |
| 7D | -3.2% | +8.0% | -11.2% | -5.4% |
| 30D | +5.6% | +15.4% | -9.9% | +1.1% |
| 3M | -11.7% | +28.5% | -40.2% | -18.6% |
| 6M | +12.3% | +32.2% | -19.9% | +1.9% |
| YTD | +8.2% | +9.2% | -1.0% | +1.8% |
| 1Y | +12.6% | +30.8% | -18.2% | +0.1% |
| 3Y | +152.8% | +3.7% | +149.1% | +123.8% |
| 5Y | +140.2% | -64.8% | +205.0% | +191.0% |
| 10Y | +273.8% | +60.0% | +213.7% | +167.8% |
| All | +5,059.1% | +1,845.6% | +3,213.4% | +1,663.9% |
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 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