+10.7%
RTX vs A
+56.1%
-45.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +3.4% |
| 7D | -3.2% | +4.8% | -8.0% | -3.3% |
| 30D | +5.6% | +5.6% | -0.1% | +5.3% |
| 3M | -11.7% | +23.6% | -35.3% | -12.6% |
| All | +10.7% | +56.1% | -45.4% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling