+3,987.0%
RTX vs FDS
+9,502.8%
-5,515.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | +0.3% |
| 7D | -5.2% | -1.9% | -3.3% | -4.7% |
| 30D | -9.4% | +9.0% | -18.4% | -11.7% |
| 3M | +12.3% | +18.9% | -6.6% | +5.9% |
| 6M | -3.1% | +35.1% | -38.3% | -12.9% |
| YTD | +10.7% | +5.5% | +5.2% | +5.9% |
| 1Y | +28.4% | -16.8% | +45.2% | +30.6% |
| 3Y | +147.1% | -28.1% | +175.1% | +159.5% |
| 5Y | +167.2% | -17.4% | +184.7% | +166.4% |
| 10Y | +274.7% | +85.4% | +189.3% | +194.0% |
| All | +3,987.0% | +9,502.8% | -5,515.9% | +1,310.3% |
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