+1,381.0%
NET vs RTX
+167.8%
+1,213.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | +0.1% | -1.9% |
| 7D | -16.4% | +1.3% | -17.7% | -16.6% |
| 30D | -25.8% | +7.6% | -33.5% | -27.3% |
| 3M | -11.5% | -8.6% | -2.9% | -9.8% |
| 6M | +18.9% | +15.6% | +3.3% | +13.8% |
| YTD | +35.2% | +9.4% | +25.8% | +31.0% |
| 1Y | +14.5% | +14.7% | -0.2% | +9.5% |
| 3Y | +313.8% | +154.7% | +159.1% | +225.0% |
| 5Y | +32.6% | +150.9% | -118.3% | +5.7% |
| All | +1,381.0% | +167.8% | +1,213.2% | +1,218.5% |
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