+273.8%
RTX vs ACWI
+226.8%
+46.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +1.2% |
| 7D | -3.2% | +0.3% | -3.5% | -3.5% |
| 30D | +5.6% | -2.8% | +8.4% | +8.2% |
| 3M | -11.7% | -3.2% | -8.5% | -9.4% |
| 6M | +12.3% | +1.3% | +11.0% | +9.9% |
| YTD | +8.2% | +11.2% | -3.0% | -3.6% |
| 1Y | +12.6% | +13.8% | -1.2% | -1.9% |
| 3Y | +152.8% | +76.2% | +76.6% | +38.2% |
| 5Y | +140.2% | +59.5% | +80.7% | +44.8% |
| 10Y | +273.8% | +222.2% | +51.6% | +14.3% |
| All | +273.8% | +226.8% | +46.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling