-57.4%
FIG vs RTX
+14.2%
-71.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.9% |
| 7D | -14.3% | +1.4% | -15.7% | -14.3% |
| 30D | -13.6% | +7.8% | -21.5% | -12.8% |
| 3M | -23.7% | -9.8% | -13.9% | -25.1% |
| 6M | -5.4% | +13.5% | -18.9% | -1.6% |
| YTD | -49.2% | +10.9% | -60.2% | -51.1% |
| 1Y | -57.4% | +14.0% | -71.3% | -59.6% |
| All | -57.4% | +14.2% | -71.6% | -59.6% |
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