+311.3%
RTX vs EOSE
-61.3%
+372.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.9% | -11.5% | -1.0% |
| 7D | -5.2% | +19.0% | -24.2% | -5.7% |
| 30D | -9.4% | +1.6% | -11.0% | -9.6% |
| 3M | +12.3% | -52.0% | +64.3% | +14.5% |
| 6M | -3.1% | -42.5% | +39.4% | -2.4% |
| YTD | +10.7% | -66.1% | +76.8% | +12.8% |
| 1Y | +28.4% | -47.1% | +75.6% | +28.1% |
| 3Y | +147.1% | +0.8% | +146.3% | +131.8% |
| 5Y | +167.2% | -71.7% | +238.9% | +145.1% |
| All | +311.3% | -61.3% | +372.6% | +293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling