+267.0%
RTX vs ALL
+370.9%
-103.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | +1.1% |
| 7D | -5.1% | -1.9% | -3.2% | -4.3% |
| 30D | +5.1% | +13.8% | -8.6% | -1.7% |
| 3M | -14.8% | -7.0% | -7.8% | -12.0% |
| 6M | +8.0% | +18.0% | -10.0% | -2.1% |
| YTD | +4.5% | +24.2% | -19.7% | -8.6% |
| 1Y | +9.8% | +31.2% | -21.3% | -6.9% |
| 3Y | +144.2% | +107.5% | +36.7% | +52.4% |
| 5Y | +131.4% | +144.8% | -13.4% | +22.0% |
| All | +267.0% | +370.9% | -103.9% | +40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling