+46.0%
F vs RTX
+147.1%
-101.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.5% |
| 7D | +5.3% | -5.2% | +10.5% | +5.9% |
| 30D | +4.6% | -9.4% | +14.0% | +5.7% |
| 3M | -3.7% | +12.3% | -16.0% | -5.2% |
| 6M | +16.8% | -3.1% | +19.9% | +16.7% |
| YTD | +15.3% | +10.7% | +4.6% | +13.8% |
| 1Y | +31.0% | +28.4% | +2.6% | +27.6% |
| All | +46.0% | +147.1% | -101.1% | +47.8% |
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