+278.5%
RTX vs CAPR
-75.3%
+353.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -5.2% | -2.0% | -3.2% | -5.1% |
| 30D | -9.4% | +139.2% | -148.6% | -10.5% |
| 3M | +12.3% | -66.4% | +78.7% | +12.8% |
| 6M | -3.1% | -63.1% | +60.0% | -2.9% |
| YTD | +10.7% | -67.4% | +78.1% | +11.1% |
| 1Y | +28.4% | +58.2% | -29.8% | +22.7% |
| 3Y | +147.1% | +42.2% | +104.9% | +128.9% |
| 5Y | +167.2% | +87.3% | +80.0% | +142.8% |
| All | +278.5% | -75.3% | +353.8% | +230.5% |
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