+50.1%
F vs RTX
+159.8%
-109.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -2.1% | +1.4% | -3.6% | -2.3% |
| 30D | +3.3% | +7.8% | -4.5% | +2.3% |
| 3M | -11.3% | -9.8% | -1.5% | -10.4% |
| 6M | +5.3% | +13.5% | -8.2% | +3.4% |
| YTD | -2.2% | +10.9% | -13.2% | -3.7% |
| 1Y | -3.5% | +14.0% | -17.5% | -5.2% |
| All | +50.1% | +159.8% | -109.6% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling