+144.2%
RTX vs EXE
+3.8%
+140.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | -5.1% | -6.6% | +1.4% | -4.7% |
| 30D | +5.1% | -4.0% | +9.1% | +5.4% |
| 3M | -14.8% | -7.5% | -7.4% | -14.4% |
| 6M | +8.0% | -11.7% | +19.7% | +8.9% |
| YTD | +4.5% | -22.0% | +26.5% | +6.5% |
| 1Y | +9.8% | -21.8% | +31.6% | +11.8% |
| 3Y | +144.2% | +8.0% | +136.2% | +142.5% |
| All | +144.2% | +3.8% | +140.4% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling