+267.0%
RTX vs EXEL
+325.9%
-58.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.3% |
| 7D | +3.4% | +1.6% | +1.7% | +3.1% |
| 30D | +8.4% | +17.4% | -9.0% | +6.0% |
| 3M | -10.7% | +38.6% | -49.3% | -14.7% |
| 6M | +11.7% | +41.2% | -29.5% | +6.2% |
| YTD | +9.3% | +59.3% | -50.0% | +1.8% |
| 1Y | +13.3% | +60.2% | -46.9% | +5.4% |
| 3Y | +156.1% | +232.6% | -76.4% | +108.9% |
| 5Y | +148.5% | +285.9% | -137.3% | +95.1% |
| All | +267.0% | +325.9% | -58.9% | +184.9% |
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