+283.9%
RTX vs EXEL
+378.5%
-94.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.8% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -11.6% | +10.1% | -21.7% | -12.8% |
| 3M | +9.2% | +10.1% | -0.9% | +7.6% |
| 6M | -4.4% | +37.7% | -42.1% | -8.7% |
| YTD | +8.9% | +33.1% | -24.2% | +4.2% |
| 1Y | +32.1% | +52.4% | -20.3% | +23.7% |
| 3Y | +151.2% | +163.8% | -12.6% | +113.1% |
| 5Y | +162.9% | +198.5% | -35.6% | +115.7% |
| 10Y | +283.9% | +386.9% | -103.0% | +195.2% |
| All | +283.9% | +378.5% | -94.6% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling