+267.0%
RTX vs ALLE
+208.6%
+58.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.2% |
| 7D | +3.4% | +1.6% | +1.8% | +2.6% |
| 30D | +8.4% | +24.1% | -15.7% | -3.0% |
| 3M | -10.7% | +14.8% | -25.5% | -17.1% |
| 6M | +11.7% | +45.9% | -34.2% | -8.5% |
| YTD | +9.3% | +20.7% | -11.4% | -2.5% |
| 1Y | +13.3% | +14.2% | -0.9% | +3.8% |
| 3Y | +156.1% | +90.7% | +65.4% | +70.1% |
| 5Y | +148.5% | +50.6% | +98.0% | +84.3% |
| All | +267.0% | +208.6% | +58.4% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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