-80.3%
FIG vs RTX
+28.2%
-108.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -5.7% |
| 7D | -16.4% | -3.1% | -13.3% | -16.4% |
| 30D | -2.3% | -10.6% | +8.2% | -2.7% |
| 3M | +7.8% | +11.6% | -3.8% | +9.2% |
| 6M | -21.8% | -4.5% | -17.3% | -21.9% |
| YTD | -39.1% | +9.6% | -48.7% | -41.7% |
| 1Y | -56.6% | +30.8% | -87.5% | -62.8% |
| All | -80.3% | +28.2% | -108.5% | -83.0% |
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 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