+25.3%
F vs RTX
+28.6%
-3.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.3% | -4.0% |
| 7D | +1.2% | -3.1% | +4.3% | +1.8% |
| 30D | +1.2% | -10.6% | +11.8% | +3.5% |
| 3M | -5.7% | +11.6% | -17.3% | -8.9% |
| 6M | +17.9% | -4.5% | +22.5% | +18.6% |
| YTD | +10.4% | +9.6% | +0.8% | +6.5% |
| 1Y | +25.3% | +30.8% | -5.5% | +12.6% |
| All | +25.3% | +28.6% | -3.2% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling