+148.5%
RTX vs CAPR
+192.6%
-44.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.7% | +7.3% | -1.4% |
| 7D | +3.4% | +19.1% | -15.7% | +3.3% |
| 30D | +8.4% | +48.8% | -40.5% | +8.3% |
| 3M | -10.7% | +144.4% | -155.0% | -10.9% |
| 6M | +11.7% | -67.5% | +79.2% | +11.7% |
| YTD | +9.3% | -64.5% | +73.8% | +9.3% |
| 1Y | +13.3% | +74.4% | -61.2% | +12.4% |
| 3Y | +156.1% | +265.7% | -109.6% | +132.8% |
| 5Y | +148.5% | +196.0% | -47.4% | +117.9% |
| All | +148.5% | +192.6% | -44.0% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling