+267.4%
RTX vs ALLY
+174.3%
+93.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +4.8% | +0.4% | +4.4% | +4.6% |
| 30D | +6.5% | +5.2% | +1.3% | +4.4% |
| 3M | -9.6% | -13.3% | +3.7% | -5.2% |
| 6M | +12.3% | -6.7% | +19.0% | +14.5% |
| YTD | +9.5% | -12.8% | +22.3% | +13.4% |
| 1Y | +15.8% | +0.7% | +15.2% | +13.7% |
| 3Y | +157.0% | +65.2% | +91.8% | +96.1% |
| 5Y | +148.8% | -10.1% | +159.0% | +132.7% |
| All | +267.4% | +174.3% | +93.1% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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