+1,724.8%
RTX vs EXEL
+353.7%
+1,371.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +3.2% |
| 7D | -3.2% | +2.3% | -5.5% | -3.4% |
| 30D | +5.6% | +19.8% | -14.3% | +3.4% |
| 3M | -11.7% | +32.7% | -44.4% | -14.5% |
| 6M | +12.3% | +49.0% | -36.6% | +7.2% |
| YTD | +8.2% | +63.7% | -55.5% | +1.9% |
| 1Y | +12.6% | +75.8% | -63.2% | +5.1% |
| 3Y | +152.8% | +241.3% | -88.5% | +115.8% |
| 5Y | +140.2% | +289.0% | -148.8% | +100.1% |
| 10Y | +273.8% | +377.6% | -103.9% | +189.3% |
| All | +1,724.8% | +353.7% | +1,371.1% | +805.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling