+157.0%
RTX vs EXC
+31.9%
+125.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.2% |
| 7D | +4.8% | +1.4% | +3.4% | +4.5% |
| 30D | +6.5% | +8.6% | -2.1% | +4.7% |
| 3M | -9.6% | +2.4% | -12.0% | -10.2% |
| 6M | +12.3% | +6.5% | +5.9% | +10.7% |
| YTD | +9.5% | +9.0% | +0.4% | +7.4% |
| 1Y | +15.8% | +4.6% | +11.3% | +14.5% |
| 3Y | +157.0% | +33.5% | +123.5% | +143.2% |
| All | +157.0% | +31.9% | +125.1% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling