+134.3%
RTX vs ALLE
+51.8%
+82.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.5% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +4.7% | +20.6% | -15.9% | -0.8% |
| 3M | -13.4% | +11.4% | -24.8% | -16.2% |
| 6M | +11.8% | +42.5% | -30.7% | +0.7% |
| YTD | +5.8% | +18.9% | -13.1% | -0.5% |
| 1Y | +11.9% | +14.2% | -2.2% | +6.5% |
| 3Y | +146.3% | +90.7% | +55.6% | +95.5% |
| 5Y | +134.3% | +52.5% | +81.8% | +99.3% |
| All | +134.3% | +51.8% | +82.5% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling