+151.7%
RTX vs CBOE
+204.4%
-52.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | +1.4% | +6.9% | -5.5% | +0.5% |
| 30D | +7.8% | +24.1% | -16.3% | +4.7% |
| 3M | -9.8% | +30.9% | -40.7% | -13.1% |
| 6M | +13.5% | +5.9% | +7.7% | +12.8% |
| YTD | +10.9% | +48.2% | -37.2% | +3.1% |
| 1Y | +14.0% | +43.5% | -29.5% | +6.6% |
| 3Y | +159.9% | +117.0% | +42.9% | +117.2% |
| 5Y | +151.7% | +203.4% | -51.7% | +83.9% |
| All | +151.7% | +204.4% | -52.7% | +83.9% |
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