+1,726.9%
RTX vs EW
+7,937.2%
-6,210.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -5.1% | +11.0% | -16.1% | -7.3% |
| 30D | +5.1% | +19.1% | -13.9% | +1.1% |
| 3M | -14.8% | +14.4% | -29.2% | -17.4% |
| 6M | +8.0% | +22.8% | -14.7% | +3.0% |
| YTD | +4.5% | +19.8% | -15.3% | -0.2% |
| 1Y | +9.8% | +23.9% | -14.0% | +4.1% |
| 3Y | +144.2% | +52.2% | +92.0% | +112.7% |
| 5Y | +131.4% | -13.9% | +145.3% | +125.7% |
| 10Y | +273.3% | +241.9% | +31.4% | +165.2% |
| All | +1,726.9% | +7,937.2% | -6,210.3% | +708.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling