+144.2%
RTX vs FDS
-23.2%
+167.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -1.0% |
| 7D | -5.1% | -0.5% | -4.6% | -5.1% |
| 30D | +5.1% | +20.2% | -15.1% | +3.8% |
| 3M | -14.8% | +19.9% | -34.7% | -16.0% |
| 6M | +8.0% | +56.2% | -48.1% | +3.9% |
| YTD | +4.5% | +14.6% | -10.1% | +4.6% |
| 1Y | +9.8% | +31.6% | -21.8% | +6.8% |
| 3Y | +144.2% | -23.8% | +168.0% | +167.0% |
| All | +144.2% | -23.2% | +167.3% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling