+162.9%
RTX vs CBOE
+146.7%
+16.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | -11.6% | +2.7% | -14.3% | -11.9% |
| 3M | +9.2% | +0.7% | +8.5% | +8.7% |
| 6M | -4.4% | -2.0% | -2.4% | -4.7% |
| YTD | +8.9% | +17.1% | -8.3% | +4.8% |
| 1Y | +32.1% | +26.5% | +5.6% | +25.0% |
| 3Y | +151.2% | +96.1% | +55.1% | +110.5% |
| 5Y | +162.9% | +149.3% | +13.6% | +102.4% |
| All | +162.9% | +146.7% | +16.2% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling