+1,809.6%
RTX vs A
+457.0%
+1,352.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -5.2% | -1.9% | -3.2% | -4.7% |
| 30D | -9.4% | +6.9% | -16.3% | -11.0% |
| 3M | +12.3% | +9.2% | +3.1% | +9.6% |
| 6M | -3.1% | +25.7% | -28.8% | -9.2% |
| YTD | +10.7% | +11.5% | -0.9% | +6.6% |
| 1Y | +28.4% | +18.4% | +10.1% | +21.6% |
| 3Y | +147.1% | +26.6% | +120.5% | +125.3% |
| 5Y | +167.2% | -12.8% | +180.1% | +163.1% |
| 10Y | +274.7% | +247.2% | +27.5% | +163.9% |
| All | +1,809.6% | +457.0% | +1,352.6% | +839.1% |
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