+296.2%
RTX vs ESI
+197.1%
+99.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.6% | +2.4% |
| 7D | -3.2% | -3.5% | +0.3% | -2.4% |
| 30D | +5.6% | -9.3% | +14.8% | +7.6% |
| 3M | -11.7% | -12.8% | +1.1% | -9.4% |
| 6M | +12.3% | -24.6% | +36.9% | +18.0% |
| YTD | +8.2% | +32.7% | -24.5% | -3.1% |
| 1Y | +12.6% | +20.3% | -7.7% | +3.2% |
| 3Y | +152.8% | +80.2% | +72.6% | +101.8% |
| 5Y | +140.2% | +40.0% | +100.3% | +101.3% |
| 10Y | +273.8% | +310.8% | -37.0% | +131.9% |
| All | +296.2% | +197.1% | +99.1% | +167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling