+220.1%
C vs RTX
+287.5%
-67.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +0.2% |
| 7D | -0.9% | -3.2% | +2.3% | +1.1% |
| 30D | -5.4% | +5.6% | -11.0% | -8.8% |
| 3M | -9.2% | -11.7% | +2.5% | -1.9% |
| 6M | -1.8% | +12.3% | -14.1% | -10.0% |
| YTD | +6.7% | +8.2% | -1.5% | -0.8% |
| 1Y | +23.5% | +12.6% | +10.9% | +11.7% |
| 3Y | +219.8% | +152.8% | +66.9% | +58.5% |
| 5Y | +112.4% | +140.2% | -27.8% | +4.4% |
| 10Y | +220.1% | +273.8% | -53.7% | +23.0% |
| All | +220.1% | +287.5% | -67.4% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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