+214.1%
RTX vs EXE
+191.4%
+22.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -9.4% | +8.5% | -17.8% | -10.7% |
| 3M | +12.3% | +5.5% | +6.8% | +11.0% |
| 6M | -3.1% | -5.9% | +2.8% | -2.4% |
| YTD | +10.7% | -9.7% | +20.4% | +12.1% |
| 1Y | +28.4% | +3.6% | +24.8% | +25.8% |
| 3Y | +147.1% | +18.0% | +129.0% | +133.2% |
| 5Y | +167.2% | +109.4% | +57.8% | +112.8% |
| All | +214.1% | +191.4% | +22.7% | +125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling