+144.2%
RTX vs EXEL
+231.1%
-86.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | +5.1% | +19.0% | -13.9% | +3.8% |
| 3M | -14.8% | +33.3% | -48.1% | -16.7% |
| 6M | +8.0% | +42.9% | -34.8% | +5.2% |
| YTD | +4.5% | +58.7% | -54.3% | +0.8% |
| 1Y | +9.8% | +70.5% | -60.7% | +5.4% |
| 3Y | +144.2% | +233.8% | -89.6% | +120.5% |
| All | +144.2% | +231.1% | -86.9% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling