+132.6%
RTX vs A
+15.4%
+117.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.5% |
| 7D | -5.1% | -0.1% | -5.1% | -5.1% |
| 30D | +5.1% | +3.4% | +1.8% | +4.5% |
| 3M | -14.8% | +23.8% | -38.7% | -18.3% |
| 6M | +8.0% | +49.0% | -41.0% | -0.2% |
| YTD | +4.5% | +29.4% | -24.9% | -1.1% |
| 1Y | +9.8% | +19.4% | -9.5% | +5.7% |
| 3Y | +144.2% | +66.2% | +78.0% | +113.3% |
| All | +132.6% | +15.4% | +117.3% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling