+13.5%
RTX vs ESI
-23.0%
+36.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.5% |
| 7D | +1.4% | +1.8% | -0.4% | +1.4% |
| 30D | +7.8% | -6.6% | +14.4% | +7.4% |
| 3M | -9.8% | -9.4% | -0.4% | -10.2% |
| 6M | +13.5% | -24.1% | +37.7% | +9.4% |
| All | +13.5% | -23.0% | +36.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 6mo: compounded portfolio wealth divided by compounded ESI 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…
6mo analysis · Full analysis span regression · 6 months rolling