+9,685.3%
RTX vs ES
+1,235.9%
+8,449.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.3% |
| 7D | -5.1% | +1.9% | -7.0% | -5.8% |
| 30D | +5.1% | +7.1% | -1.9% | +2.7% |
| 3M | -14.8% | -1.9% | -12.9% | -14.4% |
| 6M | +8.0% | +4.4% | +3.7% | +6.2% |
| YTD | +4.5% | +7.3% | -2.9% | +1.4% |
| 1Y | +9.8% | +2.1% | +7.7% | +8.0% |
| 3Y | +144.2% | +41.8% | +102.3% | +110.4% |
| 5Y | +131.4% | +1.4% | +130.0% | +121.7% |
| 10Y | +273.3% | +86.8% | +186.5% | +186.9% |
| All | +9,685.3% | +1,235.9% | +8,449.4% | +4,075.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling