+305.2%
RTX vs ESI
+224.6%
+80.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.4% |
| 7D | -5.2% | +3.3% | -8.5% | -5.9% |
| 30D | -9.4% | -5.9% | -3.5% | -8.2% |
| 3M | +12.3% | -14.1% | +26.4% | +15.2% |
| 6M | -3.1% | +6.6% | -9.7% | -6.9% |
| YTD | +10.7% | +45.0% | -34.4% | -2.4% |
| 1Y | +28.4% | +41.5% | -13.0% | +13.5% |
| 3Y | +147.1% | +78.8% | +68.3% | +99.3% |
| 5Y | +167.2% | +70.9% | +96.4% | +113.2% |
| 10Y | +274.7% | +317.1% | -42.4% | +130.5% |
| All | +305.2% | +224.6% | +80.6% | +169.7% |
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