+151.7%
RTX vs ES
+3.8%
+147.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +7.8% | +6.7% | +1.1% | +5.9% |
| 3M | -9.8% | +0.3% | -10.1% | -10.0% |
| 6M | +13.5% | +7.4% | +6.1% | +11.1% |
| YTD | +10.9% | +8.4% | +2.6% | +8.1% |
| 1Y | +14.0% | +0.6% | +13.3% | +12.9% |
| 3Y | +159.9% | +50.6% | +109.3% | +123.5% |
| 5Y | +151.7% | +4.8% | +146.8% | +141.5% |
| All | +151.7% | +3.8% | +147.8% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 5y: compounded portfolio wealth divided by compounded ES 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…
5y analysis · Full analysis span regression · 6 months rolling