+304.9%
RTX vs EOSE
-60.6%
+365.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -1.5% | +1.8% | -3.4% | -1.6% |
| 30D | -11.0% | -6.8% | -4.1% | -10.9% |
| 3M | +7.7% | -36.3% | +44.0% | +8.8% |
| 6M | -3.9% | -38.8% | +34.9% | -3.4% |
| YTD | +9.0% | -65.5% | +74.5% | +10.9% |
| 1Y | +27.3% | -45.3% | +72.5% | +26.8% |
| 3Y | +172.9% | +44.2% | +128.7% | +152.2% |
| 5Y | +165.2% | -69.5% | +234.7% | +142.4% |
| All | +304.9% | -60.6% | +365.5% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling