+28.4%
RTX vs EXC
+2.6%
+25.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | -9.4% | -4.6% | -4.7% | -8.3% |
| 3M | +12.3% | -2.2% | +14.5% | +12.7% |
| 6M | -3.1% | -10.6% | +7.4% | -0.5% |
| YTD | +10.7% | +1.9% | +8.7% | +9.6% |
| 1Y | +28.4% | +3.4% | +25.0% | +22.7% |
| All | +28.4% | +2.6% | +25.9% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling