+273.8%
RTX vs EW
+236.4%
+37.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.9% |
| 7D | -3.2% | +12.3% | -15.5% | -6.0% |
| 30D | +5.6% | +22.9% | -17.3% | +0.1% |
| 3M | -11.7% | +16.7% | -28.4% | -15.2% |
| 6M | +12.3% | +31.0% | -18.6% | +4.5% |
| YTD | +8.2% | +22.8% | -14.6% | +2.0% |
| 1Y | +12.6% | +25.6% | -13.0% | +5.4% |
| 3Y | +152.8% | +62.0% | +90.9% | +106.6% |
| 5Y | +140.2% | -12.8% | +153.0% | +138.4% |
| 10Y | +273.8% | +239.8% | +34.0% | +145.9% |
| All | +273.8% | +236.4% | +37.4% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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