+569.2%
RTX vs CBOE
+1,316.0%
-746.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +3.4% | +4.5% | -1.1% | +2.1% |
| 30D | +8.4% | +26.2% | -17.8% | +1.1% |
| 3M | -10.7% | +27.1% | -37.8% | -17.2% |
| 6M | +11.7% | +4.2% | +7.5% | +9.0% |
| YTD | +9.3% | +48.0% | -38.7% | -5.3% |
| 1Y | +13.3% | +42.4% | -29.2% | -0.7% |
| 3Y | +156.1% | +116.8% | +39.3% | +91.7% |
| 5Y | +148.5% | +199.0% | -50.5% | +63.9% |
| 10Y | +263.6% | +515.4% | -251.8% | +87.3% |
| All | +569.2% | +1,316.0% | -746.8% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling