+169.3%
RTX vs EXEL
+199.5%
-30.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -5.2% | +8.4% | -13.5% | -6.0% |
| 30D | -9.4% | +4.1% | -13.5% | -9.9% |
| 3M | +12.3% | +12.4% | -0.1% | +10.8% |
| 6M | -3.1% | +41.5% | -44.7% | -6.9% |
| YTD | +10.7% | +34.6% | -24.0% | +6.8% |
| 1Y | +28.4% | +57.9% | -29.4% | +21.3% |
| 3Y | +147.1% | +159.5% | -12.4% | +113.9% |
| All | +169.3% | +199.5% | -30.2% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling