+53.9%
F vs RTX
+168.2%
-114.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.7% |
| 7D | +5.3% | -5.2% | +10.5% | +7.2% |
| 30D | +4.6% | -9.4% | +14.0% | +8.0% |
| 3M | -3.7% | +12.3% | -16.0% | -8.1% |
| 6M | +16.8% | -3.1% | +19.9% | +17.4% |
| YTD | +15.3% | +10.7% | +4.6% | +10.1% |
| 1Y | +31.0% | +28.4% | +2.6% | +17.9% |
| 3Y | +45.4% | +147.1% | -101.6% | -5.2% |
| All | +53.9% | +168.2% | -114.2% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling