+1,163.5%
C vs RTX
+10,530.0%
-9,366.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | +3.6% | -5.2% | +8.8% | +7.5% |
| 30D | +0.1% | -9.4% | +9.4% | +7.0% |
| 3M | +2.4% | +12.3% | -9.9% | -6.3% |
| 6M | +24.9% | -3.1% | +28.1% | +26.1% |
| YTD | +19.8% | +10.7% | +9.1% | +9.3% |
| 1Y | +44.9% | +28.4% | +16.4% | +17.9% |
| 3Y | +263.0% | +147.1% | +115.9% | +78.0% |
| 5Y | +129.5% | +167.2% | -37.7% | +2.9% |
| 10Y | +291.6% | +274.7% | +16.9% | +34.3% |
| All | +1,163.5% | +10,530.0% | -9,366.5% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling