+160.5%
RTX vs CAPR
+299.3%
-138.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +26.5% | -26.0% | +0.6% |
| 7D | +1.4% | +25.8% | -24.3% | +1.5% |
| 30D | +7.8% | +50.2% | -42.4% | +7.9% |
| 3M | -9.8% | +185.5% | -195.3% | -9.6% |
| 6M | +13.5% | -64.8% | +78.4% | +13.4% |
| YTD | +10.9% | -61.1% | +72.1% | +10.9% |
| 1Y | +14.0% | +81.0% | -67.0% | +15.1% |
| All | +160.5% | +299.3% | -138.8% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling