+275.2%
RTX vs A
+237.5%
+37.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.1% |
| 7D | -3.1% | -2.1% | -1.0% | -2.4% |
| 30D | -10.6% | +0.6% | -11.2% | -10.9% |
| 3M | +11.6% | +10.9% | +0.8% | +7.2% |
| 6M | -4.5% | +28.2% | -32.7% | -13.8% |
| YTD | +9.6% | +8.6% | +1.0% | +4.8% |
| 1Y | +30.8% | +15.5% | +15.3% | +21.8% |
| 3Y | +152.8% | +31.8% | +121.0% | +112.7% |
| 5Y | +167.1% | -14.9% | +182.0% | +170.1% |
| 10Y | +275.2% | +237.8% | +37.4% | +92.4% |
| All | +275.2% | +237.5% | +37.7% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling