+69.4%
F vs RTX
+270.4%
-201.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.8% |
| 7D | +1.0% | -1.7% | +2.7% | +1.8% |
| 30D | +2.1% | +7.7% | -5.6% | -2.2% |
| 3M | -10.3% | -10.3% | +0.1% | -5.1% |
| 6M | +3.3% | +14.6% | -11.3% | -5.7% |
| YTD | -2.0% | +10.4% | -12.4% | -9.3% |
| 1Y | -2.3% | +13.5% | -15.8% | -11.1% |
| 3Y | +49.9% | +158.6% | -108.7% | -21.9% |
| 5Y | -12.5% | +147.3% | -159.7% | -54.0% |
| All | +69.4% | +270.4% | -201.0% | -34.4% |
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