+1,702.5%
RTX vs A
+546.2%
+1,156.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.6% |
| 7D | -5.1% | -0.1% | -5.1% | -5.1% |
| 30D | +5.1% | +3.4% | +1.8% | +4.2% |
| 3M | -14.8% | +23.8% | -38.7% | -19.5% |
| 6M | +8.0% | +49.0% | -41.0% | -2.9% |
| YTD | +4.5% | +29.4% | -24.9% | -3.2% |
| 1Y | +9.8% | +19.4% | -9.5% | +3.7% |
| 3Y | +144.2% | +66.2% | +78.0% | +108.0% |
| 5Y | +131.4% | +15.8% | +115.6% | +112.1% |
| 10Y | +273.3% | +326.1% | -52.8% | +149.9% |
| All | +1,702.5% | +546.2% | +1,156.3% | +752.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling