+3,757.8%
RTX vs FDS
+10,327.4%
-6,569.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.2% |
| 7D | -5.1% | -0.5% | -4.6% | -5.1% |
| 30D | +5.1% | +20.2% | -15.1% | -0.3% |
| 3M | -14.8% | +19.9% | -34.7% | -19.6% |
| 6M | +8.0% | +56.2% | -48.1% | -6.7% |
| YTD | +4.5% | +14.6% | -10.1% | -2.8% |
| 1Y | +9.8% | +31.6% | -21.8% | -2.2% |
| 3Y | +144.2% | -23.8% | +168.0% | +151.4% |
| 5Y | +131.4% | -22.6% | +154.0% | +134.4% |
| 10Y | +273.3% | +139.3% | +133.9% | +172.3% |
| All | +3,757.8% | +10,327.4% | -6,569.7% | +1,194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling