+5,176.8%
RTX vs EL
+1,685.7%
+3,491.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.5% |
| 7D | -5.2% | +0.8% | -6.0% | -5.4% |
| 30D | -9.4% | +19.8% | -29.2% | -14.5% |
| 3M | +12.3% | +25.7% | -13.4% | +4.2% |
| 6M | -3.1% | +5.4% | -8.6% | -6.4% |
| YTD | +10.7% | +0.2% | +10.5% | +7.1% |
| 1Y | +28.4% | +20.4% | +8.0% | +16.7% |
| 3Y | +147.1% | -32.1% | +179.2% | +148.6% |
| 5Y | +167.2% | -67.2% | +234.4% | +230.5% |
| 10Y | +274.7% | +31.7% | +243.0% | +185.7% |
| All | +5,176.8% | +1,685.7% | +3,491.1% | +1,756.1% |
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