+569.9%
RTX vs CBOE
+1,341.0%
-771.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | +4.8% | +6.3% | -1.5% | +3.0% |
| 30D | +6.5% | +24.9% | -18.4% | -0.4% |
| 3M | -9.6% | +28.5% | -38.1% | -16.5% |
| 6M | +12.3% | +2.9% | +9.5% | +10.1% |
| YTD | +9.5% | +50.7% | -41.2% | -5.7% |
| 1Y | +15.8% | +45.5% | -29.6% | +0.9% |
| 3Y | +157.0% | +116.3% | +40.7% | +92.8% |
| 5Y | +148.8% | +204.3% | -55.5% | +63.3% |
| 10Y | +264.0% | +526.3% | -262.3% | +86.6% |
| All | +569.9% | +1,341.0% | -771.1% | +149.2% |
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