+144.2%
RTX vs ALLE
+88.9%
+55.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -5.1% | -0.6% | -4.6% | -5.0% |
| 30D | +5.1% | +25.3% | -20.2% | +0.2% |
| 3M | -14.8% | +10.3% | -25.1% | -16.6% |
| 6M | +8.0% | +38.0% | -30.0% | +0.8% |
| YTD | +4.5% | +17.8% | -13.3% | -0.5% |
| 1Y | +9.8% | +13.6% | -3.8% | +5.3% |
| 3Y | +144.2% | +89.2% | +55.0% | +121.1% |
| All | +144.2% | +88.9% | +55.3% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling