+169.3%
RTX vs ALL
+118.4%
+50.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.3% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -9.4% | -1.5% | -7.9% | -9.1% |
| 3M | +12.3% | +23.6% | -11.3% | +5.6% |
| 6M | -3.1% | +22.3% | -25.5% | -8.8% |
| YTD | +10.7% | +26.5% | -15.8% | +2.9% |
| 1Y | +28.4% | +27.0% | +1.4% | +19.1% |
| 3Y | +147.1% | +149.6% | -2.5% | +83.3% |
| All | +169.3% | +118.4% | +50.9% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling