+14.7%
RTX vs SE
-48.0%
+62.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -2.9% |
| 7D | +1.3% | +6.7% | -5.3% | +0.9% |
| 30D | +7.6% | -17.2% | +24.9% | +9.0% |
| 3M | -8.6% | -28.0% | +19.4% | -6.6% |
| 6M | +15.6% | -6.1% | +21.7% | +14.8% |
| YTD | +9.4% | -37.1% | +46.5% | +11.7% |
| 1Y | +14.7% | -48.8% | +63.4% | +19.7% |
| All | +14.7% | -48.0% | +62.7% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling