+163.1%
RTX vs ETN
+185.4%
-22.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.1% |
| 7D | -1.5% | +3.5% | -5.1% | -2.3% |
| 30D | -11.0% | -7.5% | -3.4% | -9.6% |
| 3M | +7.7% | +8.3% | -0.7% | +4.9% |
| 6M | -3.9% | +20.2% | -24.1% | -9.3% |
| YTD | +9.0% | +34.7% | -25.7% | -0.4% |
| 1Y | +27.3% | +19.4% | +7.8% | +19.4% |
| 3Y | +172.9% | +85.5% | +87.4% | +112.6% |
| All | +163.1% | +185.4% | -22.2% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling