-7.3%
F vs RTX
+12.7%
-20.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | -3.9% | +3.4% | -7.3% | -4.5% |
| 30D | -0.5% | +8.4% | -8.8% | -2.0% |
| 3M | -12.9% | -10.7% | -2.3% | -11.4% |
| 6M | +1.5% | +11.7% | -10.2% | -1.8% |
| YTD | -5.0% | +9.3% | -14.3% | -8.6% |
| 1Y | -7.3% | +13.3% | -20.6% | -11.9% |
| All | -7.3% | +12.7% | -20.1% | -11.9% |
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