+147.4%
RTX vs EXC
+41.3%
+106.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.3% |
| 7D | +4.8% | +1.4% | +3.4% | +4.3% |
| 30D | +6.5% | +8.6% | -2.1% | +3.9% |
| 3M | -9.6% | +2.4% | -12.0% | -10.4% |
| 6M | +12.3% | +6.5% | +5.9% | +10.0% |
| YTD | +9.5% | +9.0% | +0.4% | +6.1% |
| 1Y | +15.8% | +4.6% | +11.3% | +13.8% |
| 3Y | +157.0% | +33.5% | +123.5% | +129.5% |
| All | +147.4% | +41.3% | +106.2% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling