+9,685.3%
RTX vs EXC
+2,465.1%
+7,220.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.5% |
| 7D | -5.1% | -1.2% | -4.0% | -4.8% |
| 30D | +5.1% | +10.0% | -4.8% | +1.6% |
| 3M | -14.8% | +1.6% | -16.4% | -15.4% |
| 6M | +8.0% | +3.3% | +4.8% | +6.5% |
| YTD | +4.5% | +7.6% | -3.1% | +1.3% |
| 1Y | +9.8% | +3.5% | +6.4% | +7.9% |
| 3Y | +144.2% | +27.7% | +116.5% | +119.4% |
| 5Y | +131.4% | +41.1% | +90.3% | +98.5% |
| 10Y | +273.3% | +178.2% | +95.1% | +152.9% |
| All | +9,685.3% | +2,465.1% | +7,220.3% | +3,738.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling