-55.8%
FIG vs RTX
+28.8%
-84.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.4% |
| 7D | -16.3% | -5.2% | -11.2% | -16.6% |
| 30D | -14.3% | -9.4% | -4.9% | -14.8% |
| 3M | +7.2% | +12.3% | -5.1% | +9.0% |
| 6M | -18.6% | -3.1% | -15.5% | -18.8% |
| YTD | -35.5% | +10.7% | -46.1% | -37.7% |
| 1Y | -55.8% | +28.4% | -84.2% | -59.3% |
| All | -55.8% | +28.8% | -84.6% | -59.3% |
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