+280.0%
RTX vs ELV
+278.2%
+1.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | -1.5% |
| 7D | -2.0% | +0.9% | -2.8% | -2.3% |
| 30D | -11.2% | +7.2% | -18.4% | -13.4% |
| 3M | +12.0% | +3.4% | +8.6% | +10.0% |
| 6M | -3.6% | +48.6% | -52.2% | -17.1% |
| YTD | +9.2% | +20.6% | -11.4% | -0.2% |
| 1Y | +29.7% | +38.5% | -8.8% | +11.9% |
| 3Y | +152.0% | -2.4% | +154.4% | +139.2% |
| 5Y | +165.8% | +25.3% | +140.4% | +116.6% |
| All | +280.0% | +278.2% | +1.8% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling