+172.7%
RTX vs ETN
+82.3%
+90.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -1.6% | +6.2% | -7.8% | -2.5% |
| 30D | -11.6% | -6.7% | -4.9% | -10.8% |
| 3M | +9.2% | +3.6% | +5.6% | +8.0% |
| 6M | -4.4% | +18.3% | -22.7% | -7.9% |
| YTD | +8.9% | +31.5% | -22.6% | +2.9% |
| 1Y | +32.1% | +20.6% | +11.5% | +26.2% |
| All | +172.7% | +82.3% | +90.4% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 3y: compounded portfolio wealth divided by compounded ETN 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…
3y analysis · Full analysis span regression · 6 months rolling