+306.2%
RTX vs ESI
+207.0%
+99.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.4% |
| 7D | +1.4% | +1.8% | -0.4% | +0.9% |
| 30D | +7.8% | -6.6% | +14.4% | +9.2% |
| 3M | -9.8% | -9.4% | -0.4% | -8.3% |
| 6M | +13.5% | -24.1% | +37.7% | +19.2% |
| YTD | +10.9% | +37.1% | -26.2% | -1.5% |
| 1Y | +14.0% | +24.5% | -10.6% | +3.6% |
| 3Y | +159.9% | +83.2% | +76.8% | +106.7% |
| 5Y | +151.7% | +44.0% | +107.7% | +109.5% |
| 10Y | +269.0% | +332.8% | -63.8% | +126.6% |
| All | +306.2% | +207.0% | +99.3% | +172.2% |
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