+61.0%
RSP vs RTX
+143.3%
-82.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -1.0% | -5.1% | +4.1% | 0.0% |
| 30D | +2.6% | +5.1% | -2.6% | +1.5% |
| 3M | -0.8% | -14.8% | +14.0% | +2.4% |
| 6M | +6.3% | +8.0% | -1.8% | +4.0% |
| YTD | +14.1% | +4.5% | +9.7% | +12.1% |
| 1Y | +18.0% | +9.8% | +8.2% | +14.4% |
| 3Y | +61.0% | +144.2% | -83.2% | +32.7% |
| All | +61.0% | +143.3% | -82.3% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling