+15.8%
RTX vs A
+17.3%
-1.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +4.8% | -0.5% | +5.2% | +4.8% |
| 30D | +6.5% | 0.0% | +6.5% | +6.5% |
| 3M | -9.6% | +16.7% | -26.3% | -10.6% |
| 6M | +12.3% | +54.8% | -42.5% | +8.5% |
| YTD | +9.5% | +28.8% | -19.4% | +7.1% |
| 1Y | +15.8% | +19.3% | -3.5% | +14.0% |
| All | +15.8% | +17.3% | -1.4% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling