+268.6%
RTX vs EW
+234.0%
+34.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -1.7% | +9.3% | -11.0% | -4.0% |
| 30D | +7.7% | +22.1% | -14.4% | +2.3% |
| 3M | -10.3% | +13.0% | -23.4% | -13.2% |
| 6M | +14.6% | +30.1% | -15.5% | +6.8% |
| YTD | +10.4% | +22.0% | -11.6% | +4.2% |
| 1Y | +13.5% | +23.7% | -10.2% | +6.7% |
| 3Y | +158.6% | +62.0% | +96.6% | +111.2% |
| 5Y | +147.3% | -12.4% | +159.7% | +144.6% |
| 10Y | +268.6% | +236.1% | +32.6% | +143.3% |
| All | +268.6% | +234.0% | +34.6% | +143.3% |
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