+268.6%
RTX vs CAPR
-68.2%
+336.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.9% | +12.0% | +2.1% |
| 7D | -1.7% | +7.6% | -9.4% | -1.8% |
| 30D | +7.7% | +13.3% | -5.6% | +7.5% |
| 3M | -10.3% | +130.4% | -140.7% | -11.5% |
| 6M | +14.6% | -70.8% | +85.4% | +15.1% |
| YTD | +10.4% | -69.3% | +79.6% | +10.7% |
| 1Y | +13.5% | +59.5% | -46.0% | +8.5% |
| 3Y | +158.6% | +216.8% | -58.2% | +135.3% |
| 5Y | +147.3% | +152.7% | -5.5% | +123.1% |
| 10Y | +268.6% | -68.2% | +336.9% | +208.3% |
| All | +268.6% | -68.2% | +336.9% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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