+13.5%
RTX vs EXE
-20.6%
+34.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +2.1% |
| 7D | -1.7% | -2.2% | +0.5% | -2.0% |
| 30D | +7.7% | -0.3% | +8.0% | +7.7% |
| 3M | -10.3% | -9.3% | -1.0% | -11.0% |
| 6M | +14.6% | -7.2% | +21.8% | +14.0% |
| YTD | +10.4% | -18.9% | +29.3% | +9.6% |
| 1Y | +13.5% | -21.7% | +35.2% | +12.6% |
| All | +13.5% | -20.6% | +34.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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