+267.4%
RTX vs CBOE
+524.9%
-257.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | +4.8% | +6.3% | -1.5% | +2.8% |
| 30D | +6.5% | +24.9% | -18.4% | -0.8% |
| 3M | -9.6% | +28.5% | -38.1% | -16.9% |
| 6M | +12.3% | +2.9% | +9.5% | +10.2% |
| YTD | +9.5% | +50.7% | -41.2% | -7.1% |
| 1Y | +15.8% | +45.5% | -29.6% | -0.4% |
| 3Y | +157.0% | +116.3% | +40.7% | +85.2% |
| 5Y | +148.8% | +204.3% | -55.5% | +52.1% |
| All | +267.4% | +524.9% | -257.5% | +76.2% |
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