+279.2%
RTX vs CBOE
+368.5%
-89.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | -1.5% | -5.8% | +4.3% | +0.3% |
| 30D | -11.0% | -3.1% | -7.8% | -10.2% |
| 3M | +7.7% | -4.8% | +12.4% | +8.4% |
| 6M | -3.9% | -0.6% | -3.3% | -5.8% |
| YTD | +9.0% | +12.8% | -3.8% | +1.7% |
| 1Y | +27.3% | +19.8% | +7.5% | +15.8% |
| 3Y | +172.9% | +86.9% | +86.0% | +103.4% |
| 5Y | +165.2% | +136.5% | +28.6% | +75.3% |
| All | +279.2% | +368.5% | -89.3% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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