+14.7%
RTX vs ALL
+42.7%
-28.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.1% |
| 7D | +1.3% | +7.5% | -6.2% | +0.2% |
| 30D | +7.6% | +19.7% | -12.1% | +5.2% |
| 3M | -8.6% | +2.9% | -11.5% | -9.4% |
| 6M | +15.6% | +23.5% | -7.9% | +13.6% |
| YTD | +9.4% | +31.1% | -21.8% | +8.4% |
| 1Y | +14.7% | +40.5% | -25.8% | +12.0% |
| All | +14.7% | +42.7% | -28.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling