-83.6%
FIG vs RTX
+29.8%
-113.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | -14.3% | +1.4% | -15.7% | -14.3% |
| 30D | -13.6% | +7.8% | -21.5% | -13.5% |
| 3M | -23.7% | -9.8% | -13.9% | -24.0% |
| 6M | -5.4% | +13.5% | -18.9% | -4.2% |
| YTD | -49.2% | +10.9% | -60.2% | -51.4% |
| 1Y | -57.4% | +14.0% | -71.3% | -59.9% |
| All | -83.6% | +29.8% | -113.3% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling