+605.6%
RTX vs CAPR
-99.1%
+704.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.3% |
| 7D | -5.1% | +41.1% | -46.2% | -5.5% |
| 30D | +5.1% | +11.1% | -6.0% | +5.0% |
| 3M | -14.8% | +115.3% | -130.1% | -15.7% |
| 6M | +8.0% | -73.8% | +81.9% | +8.6% |
| YTD | +4.5% | -68.8% | +73.3% | +4.7% |
| 1Y | +9.8% | +43.3% | -33.5% | +5.9% |
| 3Y | +144.2% | +214.7% | -70.5% | +128.5% |
| 5Y | +131.4% | +141.3% | -9.9% | +115.6% |
| 10Y | +273.3% | -67.0% | +340.3% | +234.3% |
| All | +605.6% | -99.1% | +704.7% | +502.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling