+81.0%
F vs RTX
+287.5%
-206.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -2.9% | -1.3% |
| 7D | -0.6% | -3.2% | +2.6% | +1.0% |
| 30D | +2.9% | +5.6% | -2.7% | -0.4% |
| 3M | -9.5% | -11.7% | +2.2% | -3.4% |
| 6M | +4.0% | +12.3% | -8.3% | -3.9% |
| YTD | -1.3% | +8.2% | -9.5% | -7.6% |
| 1Y | -1.9% | +12.6% | -14.5% | -10.4% |
| 3Y | +53.5% | +152.8% | -99.4% | -19.0% |
| 5Y | -15.1% | +140.2% | -155.4% | -54.6% |
| 10Y | +81.0% | +273.8% | -192.8% | -32.3% |
| All | +81.0% | +287.5% | -206.5% | -32.3% |
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